+2,316.3%
ICE vs GIS
+220.3%
+2,096.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.5% | +0.4% | -0.9% |
| 7D | -0.7% | -7.8% | +7.2% | +2.9% |
| 30D | +7.6% | +6.6% | +1.1% | +4.4% |
| 3M | +13.9% | +21.0% | -7.0% | +3.7% |
| 6M | -2.4% | -9.1% | +6.7% | +0.9% |
| YTD | +0.3% | -13.6% | +13.9% | +5.4% |
| 1Y | -6.4% | -18.0% | +11.6% | +0.5% |
| 3Y | +43.1% | -33.7% | +76.8% | +65.6% |
| 5Y | +42.1% | -19.4% | +61.5% | +43.6% |
| 10Y | +220.9% | -21.3% | +242.2% | +216.1% |
| All | +2,316.3% | +220.3% | +2,096.0% | +733.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling