+2,316.3%
ICE vs GRMN
+1,727.1%
+589.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -2.0% | -2.0% |
| 7D | -0.7% | -2.9% | +2.2% | +0.4% |
| 30D | +7.6% | -8.4% | +16.1% | +11.1% |
| 3M | +13.9% | +15.0% | -1.1% | +7.2% |
| 6M | -2.4% | +11.2% | -13.6% | -7.3% |
| YTD | +0.3% | +37.7% | -37.4% | -12.6% |
| 1Y | -6.4% | +18.5% | -24.9% | -14.0% |
| 3Y | +43.1% | +175.8% | -132.7% | -10.7% |
| 5Y | +42.1% | +75.1% | -33.0% | +4.8% |
| 10Y | +220.9% | +637.0% | -416.1% | +28.3% |
| All | +2,316.3% | +1,727.1% | +589.1% | +381.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling