+2,316.3%
ICE vs GD
+880.7%
+1,435.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.3% | -0.9% |
| 7D | -0.7% | -5.3% | +4.6% | +2.8% |
| 30D | +7.6% | -6.4% | +14.0% | +12.1% |
| 3M | +13.9% | +5.7% | +8.2% | +9.6% |
| 6M | -2.4% | -0.9% | -1.4% | -2.5% |
| YTD | +0.3% | +8.2% | -7.9% | -5.7% |
| 1Y | -6.4% | +13.4% | -19.8% | -14.8% |
| 3Y | +43.1% | +68.5% | -25.4% | -2.3% |
| 5Y | +42.1% | +97.2% | -55.0% | -14.2% |
| 10Y | +220.9% | +190.2% | +30.7% | +32.6% |
| All | +2,316.3% | +880.7% | +1,435.6% | +300.7% |
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 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