+93.8%
GD vs VRSK
-10.6%
+104.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.8% | +0.5% |
| 7D | -3.5% | -9.7% | +6.2% | -1.2% |
| 30D | -9.0% | -8.5% | -0.5% | -7.3% |
| 3M | +5.1% | -1.7% | +6.7% | +4.9% |
| 6M | -1.0% | -17.9% | +16.9% | +2.9% |
| YTD | +7.3% | -21.1% | +28.4% | +12.6% |
| 1Y | +12.4% | -35.1% | +47.6% | +24.6% |
| 3Y | +73.7% | -26.7% | +100.4% | +84.1% |
| 5Y | +93.8% | -12.0% | +105.8% | +87.1% |
| All | +93.8% | -10.6% | +104.4% | +87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling