+1,055.6%
GLW vs ICE
+2,331.7%
-1,276.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.0% | +7.7% | +6.3% |
| 7D | +3.8% | -0.7% | +4.4% | +3.9% |
| 30D | -1.3% | +7.6% | -9.0% | -3.9% |
| 3M | -21.8% | +13.9% | -35.7% | -26.3% |
| 6M | +6.9% | -2.4% | +9.2% | +5.8% |
| YTD | +77.2% | +0.3% | +76.9% | +73.0% |
| 1Y | +123.2% | -6.4% | +129.7% | +122.6% |
| 3Y | +400.0% | +43.1% | +356.9% | +329.6% |
| 5Y | +342.8% | +42.1% | +300.7% | +278.4% |
| 10Y | +771.4% | +220.9% | +550.5% | +473.7% |
| All | +1,055.6% | +2,331.7% | -1,276.2% | +296.4% |
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