+706.4%
GD vs VRSK
+623.8%
+82.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.8% | -0.8% |
| 7D | -5.3% | -3.1% | -2.1% | -4.2% |
| 30D | -6.4% | -1.6% | -4.9% | -6.1% |
| 3M | +5.7% | +3.5% | +2.2% | +3.6% |
| 6M | -0.9% | -13.4% | +12.4% | +3.2% |
| YTD | +8.2% | -16.5% | +24.7% | +13.7% |
| 1Y | +13.4% | -30.6% | +44.0% | +27.7% |
| 3Y | +68.5% | -21.9% | +90.4% | +77.9% |
| 5Y | +97.2% | -6.3% | +103.4% | +88.7% |
| 10Y | +190.2% | +133.1% | +57.1% | +86.8% |
| All | +706.4% | +623.8% | +82.6% | +239.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling