+155.6%
GS vs ICE
+40.5%
+115.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.2% |
| 7D | +5.9% | +3.6% | +2.2% | +4.2% |
| 30D | +4.3% | +15.1% | -10.8% | -2.3% |
| 3M | -11.7% | +15.4% | -27.0% | -17.5% |
| 6M | -3.2% | +16.1% | -19.3% | -10.1% |
| YTD | +5.8% | +11.4% | -5.6% | -0.8% |
| 1Y | +16.0% | +18.5% | -2.4% | +5.0% |
| 3Y | +199.8% | +70.5% | +129.2% | +120.4% |
| All | +155.6% | +40.5% | +115.1% | +96.2% |
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