-9.8%
ICE vs GLXY
+7.0%
-16.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -7.0% | +6.2% | -0.6% |
| 7D | -0.9% | +4.5% | -5.4% | -1.0% |
| 30D | +4.0% | +28.8% | -24.9% | +3.4% |
| 3M | +11.0% | -23.0% | +34.0% | +11.6% |
| 6M | -5.0% | +17.0% | -22.0% | -6.1% |
| YTD | -2.7% | +12.5% | -15.2% | -3.7% |
| 1Y | -8.6% | -5.4% | -3.2% | -9.2% |
| All | -9.8% | +7.0% | -16.9% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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