+17.0%
ICE vs GGLL
-15.1%
+32.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -5.0% | -1.6% |
| 7D | +2.2% | +11.5% | -9.3% | +2.1% |
| 30D | +13.7% | -31.2% | +44.9% | +14.8% |
| 3M | +17.9% | -28.7% | +46.6% | +18.7% |
| 6M | +15.0% | -47.2% | +62.1% | +17.4% |
| YTD | +10.9% | -24.3% | +35.2% | +11.2% |
| 1Y | +17.0% | -12.0% | +29.0% | +17.2% |
| All | +17.0% | -15.1% | +32.0% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling