+147.5%
GE vs VRSK
+126.1%
+21.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -4.0% | -5.2% | +1.2% | -2.5% |
| 30D | -11.4% | -2.3% | -9.1% | -11.1% |
| 3M | -2.6% | -2.9% | +0.3% | -2.8% |
| 6M | -0.3% | -12.8% | +12.5% | +2.5% |
| YTD | +5.4% | -20.8% | +26.2% | +11.7% |
| 1Y | +15.5% | -33.2% | +48.8% | +30.5% |
| 3Y | +260.8% | -26.6% | +287.3% | +284.2% |
| 5Y | +421.6% | -11.3% | +433.0% | +399.7% |
| All | +147.5% | +126.1% | +21.4% | +72.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling