+39.9%
ICE vs GAP
+6.6%
+33.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.4% |
| 7D | -0.9% | -3.2% | +2.3% | -0.6% |
| 30D | +4.0% | -0.7% | +4.7% | +3.9% |
| 3M | +11.0% | -0.5% | +11.4% | +10.8% |
| 6M | -5.0% | -5.0% | 0.0% | -5.1% |
| YTD | -2.7% | -14.7% | +12.0% | -2.2% |
| 1Y | -8.6% | -8.6% | 0.0% | -8.8% |
| 3Y | +41.4% | +108.4% | -67.0% | +24.4% |
| 5Y | +39.9% | +5.8% | +34.1% | +22.7% |
| All | +39.9% | +6.6% | +33.3% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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