+139.3%
GS vs ICE
+34.9%
+104.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.1% |
| 7D | -3.2% | +2.0% | -5.2% | -4.0% |
| 30D | -2.4% | +12.9% | -15.3% | -7.9% |
| 3M | -15.7% | +15.4% | -31.2% | -21.4% |
| 6M | -6.8% | +13.1% | -19.9% | -12.5% |
| YTD | -0.1% | +7.5% | -7.5% | -4.8% |
| 1Y | +12.1% | +18.3% | -6.2% | +1.0% |
| 3Y | +185.8% | +65.9% | +119.9% | +112.3% |
| All | +139.3% | +34.9% | +104.5% | +87.6% |
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