+217.1%
ICE vs GPC
+79.8%
+137.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.4% |
| 7D | -1.2% | +0.2% | -1.3% | -1.2% |
| 30D | +5.0% | -0.4% | +5.4% | +5.0% |
| 3M | +13.9% | +39.2% | -25.3% | +3.4% |
| 6M | -4.4% | +18.2% | -22.6% | -9.4% |
| YTD | -1.9% | +12.1% | -14.0% | -6.5% |
| 1Y | -8.1% | -0.7% | -7.5% | -9.3% |
| 3Y | +42.5% | -1.7% | +44.2% | +37.2% |
| 5Y | +40.6% | +29.3% | +11.3% | +22.1% |
| 10Y | +217.1% | +80.7% | +136.5% | +127.0% |
| All | +217.1% | +79.8% | +137.3% | +127.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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