+41.3%
ICE vs GRMN
+179.1%
-137.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | -0.9% | -1.4% | +0.5% | -0.6% |
| 30D | +4.0% | -13.1% | +17.0% | +6.2% |
| 3M | +11.0% | +14.9% | -4.0% | +8.2% |
| 6M | -5.0% | +13.1% | -18.1% | -7.2% |
| YTD | -2.7% | +35.3% | -38.0% | -7.7% |
| 1Y | -8.6% | +16.0% | -24.6% | -11.5% |
| All | +41.3% | +179.1% | -137.8% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 3y: compounded portfolio wealth divided by compounded GRMN 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…
3y analysis · Full analysis span regression · 6 months rolling