+768.3%
GLW vs ICE
+2,533.0%
-1,764.7%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.0% | +8.2% | +8.9% |
| 7D | -5.9% | +1.0% | -6.9% | -6.2% |
| 30D | -26.0% | +11.4% | -37.4% | -28.8% |
| 3M | -29.9% | +16.2% | -46.1% | -33.7% |
| 6M | -37.8% | +12.5% | -50.2% | -41.4% |
| YTD | +33.1% | +8.6% | +24.6% | +26.0% |
| 1Y | +36.8% | +18.4% | +18.5% | +25.7% |
| 3Y | +356.1% | +66.4% | +289.7% | +270.9% |
| 5Y | +243.8% | +37.2% | +206.6% | +196.2% |
| 10Y | +542.4% | +244.8% | +297.6% | +311.2% |
| All | +768.3% | +2,533.0% | -1,764.7% | +188.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling