+57.8%
GD vs VRSK
-11.4%
+69.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -0.2% |
| 7D | +0.6% | +4.1% | -3.5% | -0.1% |
| 30D | +9.5% | +16.1% | -6.6% | +6.7% |
| 3M | -5.8% | +14.1% | -20.0% | -8.1% |
| 6M | +7.7% | +22.9% | -15.1% | +3.3% |
| YTD | +11.1% | -7.2% | +18.2% | +11.8% |
| 1Y | +6.1% | -3.4% | +9.4% | +5.8% |
| All | +57.8% | -11.4% | +69.2% | +64.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling