+212.6%
GLW vs ICE
+34.9%
+177.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.7% |
| 7D | -13.9% | +2.0% | -16.0% | -14.2% |
| 30D | -35.0% | +12.9% | -47.9% | -36.2% |
| 3M | -32.4% | +15.4% | -47.8% | -34.2% |
| 6M | -41.3% | +13.1% | -54.4% | -42.1% |
| YTD | +21.8% | +7.5% | +14.4% | +21.4% |
| 1Y | +21.8% | +18.3% | +3.5% | +16.0% |
| 3Y | +307.7% | +65.9% | +241.8% | +222.9% |
| All | +212.6% | +34.9% | +177.8% | +162.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling