+728.0%
GD vs VRSK
+704.6%
+23.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -0.4% |
| 7D | +0.6% | +4.1% | -3.5% | -1.0% |
| 30D | +9.5% | +16.1% | -6.6% | +3.3% |
| 3M | -5.8% | +14.1% | -20.0% | -11.0% |
| 6M | +7.7% | +22.9% | -15.1% | -1.8% |
| YTD | +11.1% | -7.2% | +18.2% | +11.6% |
| 1Y | +6.1% | -3.4% | +9.4% | +4.8% |
| 3Y | +59.8% | -11.5% | +71.3% | +60.1% |
| 5Y | +104.6% | +0.2% | +104.5% | +90.7% |
| 10Y | +170.6% | +161.3% | +9.2% | +65.9% |
| All | +728.0% | +704.6% | +23.4% | +233.4% |
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