+844.5%
GS vs ICE
+2,532.6%
-1,688.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.8% | -6.1% |
| 7D | -6.3% | +6.7% | -13.1% | -9.0% |
| 30D | -3.1% | +13.4% | -16.5% | -8.6% |
| 3M | -17.7% | +16.5% | -34.2% | -23.3% |
| 6M | -4.6% | +12.8% | -17.4% | -10.5% |
| YTD | +0.3% | +8.5% | -8.2% | -5.0% |
| 1Y | +11.7% | +20.6% | -8.9% | +1.0% |
| 3Y | +183.6% | +67.4% | +116.2% | +121.0% |
| 5Y | +141.0% | +36.6% | +104.4% | +103.5% |
| 10Y | +507.4% | +270.4% | +237.0% | +236.2% |
| All | +844.5% | +2,532.6% | -1,688.1% | +188.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling