+72.5%
ICE vs GGLL
+163.0%
-90.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.3% | -1.9% | +2.3% |
| 7D | +3.2% | +2.9% | +0.3% | +3.2% |
| 30D | +14.7% | -33.1% | +47.8% | +16.0% |
| 3M | +19.8% | -31.2% | +51.0% | +20.9% |
| 6M | +15.2% | -49.4% | +64.6% | +17.5% |
| YTD | +12.7% | -26.8% | +39.5% | +12.9% |
| 1Y | +20.4% | -17.7% | +38.1% | +20.0% |
| All | +72.5% | +163.0% | -90.5% | +62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling