+18.0%
ICE vs GGLL
-16.8%
+34.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.5% | -1.5% | +1.0% |
| 7D | +1.0% | +6.3% | -5.3% | +1.0% |
| 30D | +11.4% | -35.1% | +46.5% | +12.5% |
| 3M | +16.2% | -37.7% | +53.8% | +17.3% |
| 6M | +12.5% | -54.1% | +66.6% | +15.3% |
| YTD | +8.6% | -29.4% | +38.0% | +9.0% |
| All | +18.0% | -16.8% | +34.8% | +18.1% |
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