+2,244.9%
ICE vs GPN
+331.3%
+1,913.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | +0.3% |
| 7D | -0.9% | -6.2% | +5.4% | +1.7% |
| 30D | +4.0% | +1.0% | +2.9% | +3.3% |
| 3M | +11.0% | +36.9% | -25.9% | -3.2% |
| 6M | -5.0% | +16.8% | -21.7% | -12.3% |
| YTD | -2.7% | +13.2% | -15.9% | -9.9% |
| 1Y | -8.6% | +1.4% | -10.1% | -11.9% |
| 3Y | +41.4% | -28.6% | +70.0% | +50.5% |
| 5Y | +39.9% | -47.0% | +86.8% | +61.7% |
| 10Y | +214.9% | +25.2% | +189.7% | +108.4% |
| All | +2,244.9% | +331.3% | +1,913.6% | +559.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling