+57.7%
GEV vs VRSK
-30.3%
+87.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | -1.2% |
| 7D | +3.3% | -3.1% | +6.4% | +1.8% |
| 30D | -7.5% | -1.6% | -5.9% | -7.8% |
| 3M | -2.2% | +3.5% | -5.7% | +0.5% |
| 6M | +12.1% | -13.4% | +25.5% | +12.5% |
| YTD | +44.4% | -16.5% | +60.9% | +40.0% |
| 1Y | +57.7% | -30.6% | +88.2% | +48.0% |
| All | +57.7% | -30.3% | +87.9% | +48.0% |
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 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