+40.9%
ICE vs GIS
-33.3%
+74.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.1% |
| 7D | +3.6% | -3.4% | +7.0% | +4.3% |
| 30D | +15.1% | +6.9% | +8.2% | +13.7% |
| 3M | +15.4% | -10.1% | +25.5% | +17.2% |
| 6M | +16.1% | +5.9% | +10.3% | +14.5% |
| YTD | +11.4% | -21.1% | +32.5% | +14.8% |
| 1Y | +18.5% | -22.5% | +40.9% | +22.5% |
| 3Y | +70.5% | -39.0% | +109.5% | +82.5% |
| All | +40.9% | -33.3% | +74.2% | +44.1% |
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