+20.6%
ICE vs GH
+80.5%
-59.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.7% | +6.0% | +2.2% |
| 7D | +12.2% | -7.7% | +19.8% | +11.9% |
| 30D | +15.0% | -10.0% | +24.9% | +14.8% |
| 3M | +17.6% | +5.5% | +12.1% | +17.5% |
| 6M | +12.6% | +84.9% | -72.3% | +10.2% |
| YTD | +9.1% | +65.0% | -55.9% | +7.0% |
| 1Y | +20.6% | +71.8% | -51.2% | +18.3% |
| All | +20.6% | +80.5% | -59.9% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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