+718.6%
GD vs VRSK
+705.9%
+12.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.2% |
| 7D | +1.9% | -2.4% | +4.3% | +2.7% |
| 30D | +9.2% | +16.8% | -7.6% | +2.8% |
| 3M | -7.5% | +14.7% | -22.1% | -12.7% |
| 6M | +5.8% | +24.7% | -19.0% | -4.2% |
| YTD | +9.8% | -7.0% | +16.8% | +10.2% |
| 1Y | +5.8% | -2.1% | +7.9% | +3.9% |
| 3Y | +58.0% | -11.4% | +69.4% | +58.2% |
| 5Y | +100.4% | -1.2% | +101.6% | +88.0% |
| 10Y | +167.5% | +161.7% | +5.7% | +63.9% |
| All | +718.6% | +705.9% | +12.7% | +229.4% |
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