+40.9%
ICE vs GFS
-25.2%
+66.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.5% |
| 7D | +3.6% | +7.4% | -3.8% | +3.2% |
| 30D | +15.1% | -15.3% | +30.3% | +16.0% |
| 3M | +15.4% | -21.1% | +36.5% | +16.7% |
| 6M | +16.1% | -44.5% | +60.6% | +19.5% |
| YTD | +11.4% | +19.2% | -7.9% | +4.5% |
| 1Y | +18.5% | +27.2% | -8.8% | +10.1% |
| 3Y | +70.5% | -20.1% | +90.7% | +64.6% |
| All | +40.9% | -25.2% | +66.2% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 5y: compounded portfolio wealth divided by compounded GFS 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…
5y analysis · Full analysis span regression · 6 months rolling