+2,316.3%
ICE vs GSK
+163.4%
+2,152.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.0% |
| 7D | -0.7% | -1.8% | +1.2% | +0.3% |
| 30D | +7.6% | -2.2% | +9.8% | +8.7% |
| 3M | +13.9% | -1.8% | +15.7% | +14.5% |
| 6M | -2.4% | -10.6% | +8.3% | +2.6% |
| YTD | +0.3% | +4.4% | -4.2% | -3.8% |
| 1Y | -6.4% | +30.4% | -36.8% | -21.5% |
| 3Y | +43.1% | +60.1% | -17.0% | +1.3% |
| 5Y | +42.1% | +46.8% | -4.7% | +2.6% |
| 10Y | +220.9% | +79.2% | +141.7% | +92.1% |
| All | +2,316.3% | +163.4% | +2,152.9% | +810.0% |
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