+23.0%
ICE vs GFS
-2.1%
+25.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.9% |
| 7D | -0.9% | +4.5% | -5.4% | -1.1% |
| 30D | +4.0% | -8.2% | +12.2% | +4.5% |
| 3M | +11.0% | -38.9% | +49.8% | +14.3% |
| 6M | -5.0% | -2.9% | -2.1% | -7.2% |
| YTD | -2.7% | +31.8% | -34.5% | -8.8% |
| 1Y | -8.6% | +43.1% | -51.8% | -15.5% |
| 3Y | +41.4% | -20.6% | +62.0% | +38.3% |
| All | +23.0% | -2.1% | +25.1% | +13.7% |
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