+526.0%
GLW vs ICE
+259.6%
+266.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.5% |
| 7D | +7.7% | +3.6% | +4.1% | +6.3% |
| 30D | -18.8% | +15.1% | -33.9% | -23.7% |
| 3M | -27.7% | +15.4% | -43.1% | -32.5% |
| 6M | -44.4% | +16.1% | -60.6% | -48.9% |
| YTD | +31.3% | +11.4% | +19.9% | +21.8% |
| 1Y | +40.0% | +18.5% | +21.6% | +25.5% |
| 3Y | +339.2% | +70.5% | +268.7% | +212.0% |
| 5Y | +229.2% | +40.9% | +188.3% | +157.5% |
| All | +526.0% | +259.6% | +266.4% | +194.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ICE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling