+40.0%
ICE vs GIS
-25.0%
+65.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.1% |
| 7D | -5.3% | -8.4% | +3.1% | -3.9% |
| 30D | +3.0% | -5.2% | +8.2% | +3.9% |
| 3M | +11.4% | +8.2% | +3.3% | +9.6% |
| 6M | -2.0% | -12.0% | +10.0% | -0.3% |
| YTD | -3.1% | -18.9% | +15.7% | -0.4% |
| 1Y | -8.4% | -23.6% | +15.2% | -4.8% |
| 3Y | +40.7% | -37.6% | +78.3% | +50.3% |
| 5Y | +40.0% | -25.2% | +65.1% | +40.7% |
| All | +40.0% | -25.0% | +65.0% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 5y: compounded portfolio wealth divided by compounded GIS 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…
5y analysis · Full analysis span regression · 6 months rolling