+129.1%
ICE vs GH
+467.1%
-338.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.1% | +1.1% |
| 7D | -2.4% | -2.5% | +0.1% | -2.2% |
| 30D | +4.0% | -4.7% | +8.7% | +4.4% |
| 3M | +13.7% | +20.2% | -6.6% | +11.3% |
| 6M | +0.9% | +78.8% | -77.8% | -5.2% |
| YTD | -2.1% | +54.1% | -56.2% | -7.0% |
| 1Y | -9.5% | +177.1% | -186.6% | -19.4% |
| 3Y | +42.1% | +371.6% | -329.5% | +15.1% |
| 5Y | +41.4% | +21.9% | +19.5% | +24.9% |
| All | +129.1% | +467.1% | -338.0% | +80.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling