-0.8%
GFS vs VRSK
-12.8%
+12.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | +3.2% | -7.7% | +10.9% | +5.0% |
| 30D | -9.6% | -2.8% | -6.7% | -9.2% |
| 3M | -38.5% | -3.7% | -34.8% | -39.0% |
| 6M | -1.3% | -12.8% | +11.5% | +1.2% |
| YTD | +31.8% | -21.0% | +52.8% | +39.9% |
| 1Y | +44.6% | -32.5% | +77.0% | +64.3% |
| 3Y | -20.6% | -26.5% | +5.9% | -17.6% |
| All | -0.8% | -12.8% | +12.0% | -8.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling