+18.5%
ICE vs GSK
+9.8%
+8.7%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.3% |
| 7D | +3.6% | +1.1% | +2.5% | +3.4% |
| 30D | +15.1% | +6.3% | +8.7% | +13.9% |
| 3M | +15.4% | +1.8% | +13.6% | +14.9% |
| 6M | +16.1% | +1.7% | +14.5% | +15.5% |
| YTD | +11.4% | +6.5% | +4.8% | +10.2% |
| 1Y | +18.5% | +9.5% | +9.0% | +16.6% |
| All | +18.5% | +9.8% | +8.7% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 1y: compounded portfolio wealth divided by compounded GSK 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…
1y analysis · Full analysis span regression · 6 months rolling