+238.7%
GM vs ICE
+722.9%
-484.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | -1.1% |
| 7D | +0.4% | -1.2% | +1.5% | +1.0% |
| 30D | -1.8% | +5.0% | -6.8% | -4.4% |
| 3M | +2.6% | +13.9% | -11.3% | -4.7% |
| 6M | +14.6% | -4.4% | +19.0% | +16.2% |
| YTD | +6.2% | -1.9% | +8.1% | +5.3% |
| 1Y | +48.7% | -8.1% | +56.8% | +52.7% |
| 3Y | +168.3% | +42.5% | +125.8% | +112.5% |
| 5Y | +82.8% | +40.6% | +42.1% | +43.8% |
| 10Y | +226.2% | +217.1% | +9.1% | +67.2% |
| All | +238.7% | +722.9% | -484.2% | +0.2% |
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