+40.6%
ICE vs GTLB
-10.3%
+51.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.6% |
| 7D | -5.3% | -4.1% | -1.3% | -5.1% |
| 30D | +3.0% | +12.3% | -9.3% | +2.1% |
| 3M | +11.4% | +65.9% | -54.5% | +7.5% |
| 6M | -2.0% | +104.0% | -106.0% | -7.2% |
| YTD | -3.1% | +26.0% | -29.2% | -5.8% |
| 1Y | -8.4% | -3.5% | -4.9% | -9.8% |
| All | +40.6% | -10.3% | +51.0% | +37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling