+66.4%
ICE vs GD
+58.6%
+7.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.2% | +0.3% |
| 7D | +1.0% | -3.0% | +4.1% | +2.0% |
| 30D | +11.4% | +9.3% | +2.1% | +8.1% |
| 3M | +16.2% | -7.2% | +23.4% | +18.8% |
| 6M | +12.5% | +5.5% | +7.0% | +10.3% |
| YTD | +8.6% | +9.5% | -0.9% | +5.3% |
| 1Y | +18.4% | +6.4% | +11.9% | +15.8% |
| 3Y | +66.4% | +59.8% | +6.6% | +42.3% |
| All | +66.4% | +58.6% | +7.8% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling