+2,583.6%
ICE vs GSK
+168.7%
+2,414.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.1% |
| 7D | +3.6% | +1.1% | +2.5% | +3.0% |
| 30D | +15.1% | +6.3% | +8.7% | +11.2% |
| 3M | +15.4% | +1.8% | +13.6% | +13.7% |
| 6M | +16.1% | +1.7% | +14.5% | +14.0% |
| YTD | +11.4% | +6.5% | +4.8% | +5.3% |
| 1Y | +18.5% | +9.5% | +9.0% | +10.2% |
| 3Y | +70.5% | +65.3% | +5.2% | +18.5% |
| 5Y | +40.9% | +43.7% | -2.8% | +3.3% |
| 10Y | +260.6% | +104.1% | +156.5% | +96.2% |
| All | +2,583.6% | +168.7% | +2,414.9% | +895.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling