+15.5%
GE vs VRSK
-32.3%
+47.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.1% |
| 7D | -4.0% | -5.2% | +1.2% | -4.8% |
| 30D | -11.4% | -2.3% | -9.1% | -11.6% |
| 3M | -2.6% | -2.9% | +0.3% | -2.8% |
| 6M | -0.3% | -12.8% | +12.5% | -1.7% |
| YTD | +5.4% | -20.8% | +26.2% | +2.0% |
| 1Y | +15.5% | -33.2% | +48.8% | +6.8% |
| All | +15.5% | -32.3% | +47.9% | +6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling