+45.0%
ICE vs GPC
+30.9%
+14.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.3% |
| 7D | -0.7% | +1.2% | -1.9% | -0.9% |
| 30D | +7.6% | +6.0% | +1.7% | +6.3% |
| 3M | +13.9% | +42.6% | -28.7% | +5.4% |
| 6M | -2.4% | +22.8% | -25.1% | -6.9% |
| YTD | +0.3% | +15.5% | -15.2% | -4.1% |
| 1Y | -6.4% | +2.0% | -8.5% | -7.7% |
| 3Y | +43.1% | -1.4% | +44.5% | +39.6% |
| All | +45.0% | +30.9% | +14.1% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling