+2,583.6%
ICE vs GRMN
+1,773.9%
+809.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.8% |
| 7D | +3.6% | -0.9% | +4.5% | +4.0% |
| 30D | +15.1% | +1.2% | +13.9% | +14.4% |
| 3M | +15.4% | -8.9% | +24.3% | +19.0% |
| 6M | +16.1% | +23.0% | -6.9% | +6.1% |
| YTD | +11.4% | +41.2% | -29.9% | -4.2% |
| 1Y | +18.5% | +47.5% | -29.0% | +0.2% |
| 3Y | +70.5% | +155.8% | -85.2% | +9.8% |
| 5Y | +40.9% | +120.2% | -79.3% | -5.1% |
| 10Y | +260.6% | +629.9% | -369.3% | +44.5% |
| All | +2,583.6% | +1,773.9% | +809.7% | +428.1% |
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