+192.2%
GD vs VRSK
+128.2%
+64.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.6% |
| 7D | -3.1% | -5.4% | +2.3% | -1.2% |
| 30D | -10.9% | -1.8% | -9.2% | -10.6% |
| 3M | +2.5% | -2.2% | +4.7% | +2.4% |
| 6M | -1.7% | -14.9% | +13.2% | +3.1% |
| YTD | +6.1% | -20.0% | +26.1% | +13.4% |
| 1Y | +11.7% | -33.1% | +44.8% | +28.0% |
| 3Y | +71.8% | -25.6% | +97.4% | +84.7% |
| 5Y | +92.2% | -10.1% | +102.3% | +84.8% |
| 10Y | +192.2% | +128.4% | +63.8% | +81.3% |
| All | +192.2% | +128.2% | +64.0% | +81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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