+41.7%
ICE vs GPN
-44.7%
+86.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -2.4% | -4.6% | +2.2% | -1.5% |
| 30D | +4.0% | -0.3% | +4.3% | +4.0% |
| 3M | +13.7% | +35.4% | -21.8% | +6.6% |
| 6M | +0.9% | +21.7% | -20.7% | -3.6% |
| YTD | -2.1% | +14.9% | -17.0% | -5.8% |
| 1Y | -9.5% | +3.2% | -12.7% | -11.1% |
| 3Y | +42.1% | -27.1% | +69.2% | +47.7% |
| All | +41.7% | -44.7% | +86.4% | +51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling