+632.4%
GEV vs VRSK
-23.2%
+655.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.7% |
| 7D | +1.6% | -5.2% | +6.8% | +0.1% |
| 30D | -7.9% | -2.3% | -5.6% | -8.3% |
| 3M | +5.6% | -2.9% | +8.5% | +5.4% |
| 6M | +13.1% | -12.8% | +25.9% | +12.8% |
| YTD | +46.7% | -20.8% | +67.6% | +44.7% |
| 1Y | +51.3% | -33.2% | +84.5% | +49.6% |
| All | +632.4% | -23.2% | +655.6% | +648.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling