+45.3%
ICE vs GPC
+0.9%
+44.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.2% |
| 7D | -0.7% | +1.2% | -1.9% | -0.8% |
| 30D | +7.6% | +6.0% | +1.7% | +6.8% |
| 3M | +13.9% | +42.6% | -28.7% | +8.7% |
| 6M | -2.4% | +22.8% | -25.1% | -5.1% |
| YTD | +0.3% | +15.5% | -15.2% | -2.6% |
| 1Y | -6.4% | +2.0% | -8.5% | -7.4% |
| All | +45.3% | +0.9% | +44.4% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling