+1.3%
GFS vs VRSK
-12.6%
+13.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +3.8% | -5.2% | +9.0% | +5.1% |
| 30D | -11.7% | -2.3% | -9.4% | -11.5% |
| 3M | -41.8% | -2.9% | -38.8% | -42.4% |
| 6M | +6.6% | -12.8% | +19.4% | +9.4% |
| YTD | +34.6% | -20.8% | +55.5% | +42.8% |
| 1Y | +46.2% | -33.2% | +79.4% | +67.1% |
| 3Y | -20.3% | -26.6% | +6.3% | -17.2% |
| All | +1.3% | -12.6% | +13.9% | -6.6% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling