+2,489.8%
ICE vs GPC
+432.8%
+2,057.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.3% |
| 7D | +2.0% | +1.6% | +0.5% | +1.2% |
| 30D | +12.9% | -2.1% | +15.0% | +13.9% |
| 3M | +15.4% | -6.8% | +22.2% | +19.2% |
| 6M | +13.1% | +18.6% | -5.5% | +1.7% |
| YTD | +7.5% | +2.7% | +4.8% | +2.0% |
| 1Y | +18.3% | +1.8% | +16.6% | +12.7% |
| 3Y | +65.9% | +1.1% | +64.8% | +49.1% |
| 5Y | +35.2% | +4.1% | +31.1% | +15.0% |
| 10Y | +266.7% | +88.2% | +178.5% | +79.1% |
| All | +2,489.8% | +432.8% | +2,057.0% | +304.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling