+33.3%
ICE vs GTLB
-47.1%
+80.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.1% |
| 7D | -0.7% | +11.1% | -11.7% | -1.5% |
| 30D | +7.6% | +37.8% | -30.2% | +4.7% |
| 3M | +13.9% | +61.6% | -47.6% | +9.3% |
| 6M | -2.4% | +98.9% | -101.3% | -8.3% |
| YTD | +0.3% | +32.8% | -32.5% | -3.0% |
| 1Y | -6.4% | +14.7% | -21.1% | -8.8% |
| 3Y | +43.1% | +1.3% | +41.8% | +37.0% |
| All | +33.3% | -47.1% | +80.5% | +26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling