+66.3%
ICE vs GGLL
+328.7%
-262.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.8% |
| 7D | -0.7% | -4.8% | +4.1% | -0.3% |
| 30D | +7.6% | -13.7% | +21.3% | +8.8% |
| 3M | +13.9% | -21.9% | +35.8% | +15.7% |
| 6M | -2.4% | +11.7% | -14.0% | -4.3% |
| YTD | +0.3% | +2.3% | -2.0% | -1.1% |
| 1Y | -6.4% | +76.2% | -82.6% | -12.6% |
| 3Y | +43.1% | +245.0% | -201.9% | +17.2% |
| All | +66.3% | +328.7% | -262.4% | +29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling