+2,515.8%
ICE vs GD
+877.1%
+1,638.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.9% |
| 7D | +6.7% | -3.9% | +10.6% | +9.3% |
| 30D | +13.4% | +8.1% | +5.3% | +7.9% |
| 3M | +16.5% | -6.8% | +23.3% | +21.5% |
| 6M | +12.8% | +3.0% | +9.8% | +10.2% |
| YTD | +8.5% | +7.8% | +0.8% | +2.2% |
| 1Y | +20.6% | +5.8% | +14.8% | +14.8% |
| 3Y | +67.4% | +55.3% | +12.1% | +21.1% |
| 5Y | +36.6% | +96.7% | -60.1% | -17.4% |
| 10Y | +270.4% | +195.4% | +75.0% | +50.8% |
| All | +2,515.8% | +877.1% | +1,638.7% | +334.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling