+213.7%
ICE vs GPN
+28.5%
+185.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -2.4% | -4.3% | +1.9% | -1.2% |
| 30D | +4.0% | 0.0% | +4.0% | +3.9% |
| 3M | +13.7% | +35.8% | -22.1% | +3.7% |
| 6M | +0.9% | +22.0% | -21.1% | -5.6% |
| YTD | -2.1% | +15.2% | -17.3% | -7.5% |
| 1Y | -9.5% | +3.5% | -13.0% | -12.0% |
| 3Y | +42.1% | -26.9% | +69.0% | +49.0% |
| 5Y | +41.4% | -44.2% | +85.6% | +57.4% |
| All | +213.7% | +28.5% | +185.1% | +181.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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