+264.8%
ICE vs GD
+174.7%
+90.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +3.2% | +0.6% | +2.6% | +2.9% |
| 30D | +14.7% | +9.5% | +5.3% | +10.3% |
| 3M | +19.8% | -5.8% | +25.6% | +22.8% |
| 6M | +15.2% | +7.7% | +7.5% | +11.3% |
| YTD | +12.7% | +11.1% | +1.6% | +7.0% |
| 1Y | +20.4% | +6.1% | +14.3% | +16.6% |
| 3Y | +70.8% | +59.8% | +10.9% | +36.1% |
| 5Y | +43.9% | +104.6% | -60.7% | +1.7% |
| 10Y | +264.8% | +170.6% | +94.2% | +124.7% |
| All | +264.8% | +174.7% | +90.0% | +124.7% |
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