+154.7%
GS vs ICE
+41.1%
+113.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.8% |
| 7D | +5.1% | +2.2% | +2.9% | +4.1% |
| 30D | +2.4% | +13.7% | -11.3% | -3.5% |
| 3M | -11.5% | +17.9% | -29.4% | -18.2% |
| 6M | -2.5% | +15.0% | -17.5% | -9.1% |
| YTD | +5.5% | +10.9% | -5.5% | -0.9% |
| 1Y | +11.0% | +17.0% | -6.0% | +1.2% |
| 3Y | +200.1% | +68.2% | +131.9% | +122.2% |
| 5Y | +154.7% | +40.4% | +114.3% | +95.8% |
| All | +154.7% | +41.1% | +113.6% | +95.8% |
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