+185.7%
GS vs ICE
+42.3%
+143.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.1% | +1.0% |
| 7D | +0.9% | -0.7% | +1.6% | +1.2% |
| 30D | -1.6% | +7.6% | -9.2% | -5.0% |
| 3M | -4.5% | +13.9% | -18.4% | -10.7% |
| 6M | +20.9% | -2.4% | +23.2% | +21.7% |
| YTD | +19.9% | +0.3% | +19.6% | +18.1% |
| 1Y | +41.4% | -6.4% | +47.8% | +44.7% |
| 3Y | +239.2% | +43.1% | +196.1% | +172.0% |
| All | +185.7% | +42.3% | +143.5% | +115.3% |
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