+213.7%
ICE vs GNRC
+448.8%
-235.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.6% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | +4.0% | -15.7% | +19.7% | +6.7% |
| 3M | +13.7% | -27.3% | +41.0% | +18.4% |
| 6M | +0.9% | -12.1% | +13.0% | +0.8% |
| YTD | -2.1% | +37.1% | -39.3% | -11.0% |
| 1Y | -9.5% | -0.5% | -9.0% | -13.0% |
| 3Y | +42.1% | +61.5% | -19.4% | +19.9% |
| 5Y | +41.4% | -58.6% | +99.9% | +53.2% |
| All | +213.7% | +448.8% | -235.2% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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