+199.8%
GS vs ICE
+69.4%
+130.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.2% |
| 7D | +5.9% | +3.6% | +2.2% | +4.6% |
| 30D | +4.3% | +15.1% | -10.8% | -0.8% |
| 3M | -11.7% | +15.4% | -27.0% | -16.1% |
| 6M | -3.2% | +16.1% | -19.3% | -8.2% |
| YTD | +5.8% | +11.4% | -5.6% | +1.0% |
| 1Y | +16.0% | +18.5% | -2.4% | +6.6% |
| 3Y | +199.8% | +70.5% | +129.2% | +132.4% |
| All | +199.8% | +69.4% | +130.4% | +132.4% |
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 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