+40.6%
ICE vs GWW
+221.6%
-181.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | -0.9% | -0.5% | -0.4% | -0.7% |
| 30D | +4.0% | -1.4% | +5.4% | +4.4% |
| 3M | +11.0% | -3.6% | +14.6% | +11.8% |
| 6M | -5.0% | +15.1% | -20.1% | -9.0% |
| YTD | -2.7% | +27.5% | -30.2% | -10.0% |
| 1Y | -8.6% | +29.6% | -38.2% | -16.0% |
| 3Y | +41.4% | +90.1% | -48.7% | +11.5% |
| All | +40.6% | +221.6% | -181.0% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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