+156.3%
GS vs ICE
+37.6%
+118.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.0% | +3.6% | +4.2% |
| 7D | +0.8% | +1.0% | -0.2% | +0.4% |
| 30D | +1.2% | +11.4% | -10.2% | -3.8% |
| 3M | -12.4% | +16.2% | -28.6% | -18.5% |
| 6M | -2.3% | +12.5% | -14.8% | -8.0% |
| YTD | +4.6% | +8.6% | -4.0% | -0.8% |
| 1Y | +17.5% | +18.4% | -0.8% | +6.1% |
| 3Y | +202.0% | +66.4% | +135.6% | +124.4% |
| All | +156.3% | +37.6% | +118.7% | +98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling