+259.6%
ICE vs GD
+190.6%
+69.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.7% |
| 7D | +2.0% | -5.0% | +7.0% | +4.2% |
| 30D | +12.9% | +8.9% | +4.0% | +8.8% |
| 3M | +15.4% | -8.0% | +23.5% | +19.5% |
| 6M | +13.1% | +2.9% | +10.2% | +11.4% |
| YTD | +7.5% | +7.1% | +0.4% | +3.7% |
| 1Y | +18.3% | +5.9% | +12.4% | +14.7% |
| 3Y | +65.9% | +53.9% | +12.0% | +34.3% |
| 5Y | +35.2% | +95.4% | -60.2% | -2.7% |
| All | +259.6% | +190.6% | +69.0% | +100.3% |
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