+652.8%
GS vs ICE
+223.5%
+429.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +1.3% |
| 7D | +0.9% | -0.7% | +1.6% | +1.3% |
| 30D | -1.6% | +7.6% | -9.2% | -6.0% |
| 3M | -4.5% | +13.9% | -18.4% | -12.6% |
| 6M | +20.9% | -2.4% | +23.2% | +21.2% |
| YTD | +19.9% | +0.3% | +19.6% | +17.2% |
| 1Y | +41.4% | -6.4% | +47.8% | +44.4% |
| 3Y | +239.2% | +43.1% | +196.1% | +158.2% |
| 5Y | +185.0% | +42.1% | +142.9% | +112.9% |
| All | +652.8% | +223.5% | +429.3% | +213.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling