+2,516.3%
ICE vs GPC
+445.2%
+2,071.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.3% | -0.2% |
| 7D | +1.0% | +0.8% | +0.2% | +0.6% |
| 30D | +11.4% | -1.1% | +12.5% | +11.9% |
| 3M | +16.2% | -6.6% | +22.8% | +19.9% |
| 6M | +12.5% | +22.2% | -9.8% | -0.4% |
| YTD | +8.6% | +5.1% | +3.5% | +1.8% |
| 1Y | +18.4% | +2.8% | +15.6% | +12.2% |
| 3Y | +66.4% | +2.4% | +64.1% | +48.8% |
| 5Y | +37.2% | +7.8% | +29.4% | +14.5% |
| 10Y | +244.8% | +87.2% | +157.6% | +70.5% |
| All | +2,516.3% | +445.2% | +2,071.1% | +304.2% |
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