+1,028.9%
GS vs ICE
+2,331.7%
-1,302.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.8% |
| 3M | -4.5% | +13.9% | -18.4% | -10.3% |
| 6M | +20.9% | -2.4% | +23.2% | +21.0% |
| YTD | +19.9% | +0.3% | +19.6% | +18.1% |
| 1Y | +41.4% | -6.4% | +47.8% | +43.4% |
| 3Y | +239.2% | +43.1% | +196.1% | +184.4% |
| 5Y | +185.0% | +42.1% | +142.9% | +137.4% |
| 10Y | +655.0% | +220.9% | +434.0% | +345.7% |
| All | +1,028.9% | +2,331.7% | -1,302.8% | +258.7% |
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