+48.1%
ICE vs GTLB
-49.4%
+97.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.3% |
| 7D | +3.6% | -0.7% | +4.4% | +3.7% |
| 30D | +15.1% | -10.2% | +25.3% | +15.9% |
| 3M | +15.4% | +10.1% | +5.3% | +14.1% |
| 6M | +16.1% | +116.5% | -100.3% | +8.4% |
| YTD | +11.4% | +27.2% | -15.8% | +7.9% |
| 1Y | +18.5% | +8.6% | +9.9% | +16.0% |
| 3Y | +70.5% | +5.6% | +65.0% | +62.5% |
| 5Y | +40.9% | -61.8% | +102.7% | +34.3% |
| All | +48.1% | -49.4% | +97.4% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling