+41.3%
ICE vs GH
+378.9%
-337.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.8% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | +4.0% | -2.6% | +6.6% | +4.0% |
| 3M | +11.0% | +25.1% | -14.1% | +9.7% |
| 6M | -5.0% | +78.5% | -83.4% | -7.6% |
| YTD | -2.7% | +59.4% | -62.1% | -5.1% |
| 1Y | -8.6% | +173.9% | -182.5% | -13.5% |
| All | +41.3% | +378.9% | -337.6% | +31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling