+1.2%
GE vs VRSK
-16.3%
+17.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.3% | -2.5% |
| 7D | -1.2% | -5.4% | +4.2% | -2.3% |
| 30D | -11.3% | -1.8% | -9.5% | -11.4% |
| 3M | -1.4% | -2.2% | +0.8% | -1.5% |
| 6M | +1.2% | -14.9% | +16.1% | -5.5% |
| All | +1.2% | -16.3% | +17.5% | -5.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling