+29.4%
ICE vs GTLB
-50.8%
+80.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.7% |
| 7D | -0.9% | -6.6% | +5.7% | -0.3% |
| 30D | +4.0% | +13.7% | -9.8% | +2.8% |
| 3M | +11.0% | +52.9% | -41.9% | +6.9% |
| 6M | -5.0% | +88.5% | -93.4% | -10.4% |
| YTD | -2.7% | +23.4% | -26.1% | -5.3% |
| 1Y | -8.6% | -3.8% | -4.8% | -9.7% |
| 3Y | +41.4% | -11.5% | +52.9% | +36.8% |
| All | +29.4% | -50.8% | +80.2% | +23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling