+249.7%
ICE vs GD
+180.8%
+68.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.1% | +0.7% |
| 7D | +3.2% | -1.9% | +5.1% | +4.0% |
| 30D | +12.9% | +10.9% | +2.0% | +8.0% |
| 3M | +17.5% | -6.8% | +24.3% | +21.0% |
| 6M | +14.0% | +7.0% | +7.0% | +10.4% |
| YTD | +10.0% | +11.1% | -1.1% | +4.5% |
| 1Y | +19.5% | +7.0% | +12.5% | +15.4% |
| 3Y | +66.8% | +59.9% | +6.8% | +32.9% |
| 5Y | +40.3% | +102.5% | -62.1% | -0.3% |
| 10Y | +249.7% | +174.0% | +75.7% | +117.8% |
| All | +249.7% | +180.8% | +68.9% | +117.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling