+27.2%
GFS vs VRSK
-1.3%
+28.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.4% |
| 7D | +7.4% | +1.6% | +5.8% | +8.1% |
| 30D | -15.3% | +15.1% | -30.3% | -10.1% |
| 3M | -21.1% | +12.1% | -33.2% | -16.5% |
| 6M | -44.5% | +29.4% | -73.9% | -41.1% |
| YTD | +19.2% | -6.4% | +25.6% | +23.3% |
| 1Y | +27.2% | -3.6% | +30.8% | +32.8% |
| All | +27.2% | -1.3% | +28.5% | +32.8% |
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