+170.5%
GM vs ICE
+41.6%
+128.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | -2.4% | -2.4% | 0.0% | -1.6% |
| 30D | -1.1% | +4.0% | -5.1% | -2.4% |
| 3M | +6.1% | +13.7% | -7.6% | +1.7% |
| 6M | +15.0% | +0.9% | +14.0% | +14.3% |
| YTD | +6.0% | -2.1% | +8.1% | +5.6% |
| 1Y | +47.1% | -9.5% | +56.6% | +52.3% |
| 3Y | +170.5% | +42.1% | +128.4% | +111.9% |
| All | +170.5% | +41.6% | +128.9% | +111.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling