+2,583.6%
ICE vs GAP
+111.5%
+2,472.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | +3.6% | -1.9% | +5.5% | +4.0% |
| 30D | +15.1% | -7.1% | +22.1% | +16.7% |
| 3M | +15.4% | +4.1% | +11.3% | +13.7% |
| 6M | +16.1% | +1.9% | +14.2% | +14.2% |
| YTD | +11.4% | -15.2% | +26.6% | +12.6% |
| 1Y | +18.5% | -10.6% | +29.1% | +18.2% |
| 3Y | +70.5% | +74.6% | -4.0% | +32.6% |
| 5Y | +40.9% | +3.7% | +37.3% | +16.4% |
| 10Y | +260.6% | +2.4% | +258.2% | +136.6% |
| All | +2,583.6% | +111.5% | +2,472.1% | +762.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling