-22.0%
GFS vs VRSK
-25.7%
+3.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +2.0% |
| 7D | +4.5% | -5.4% | +9.9% | +4.2% |
| 30D | -8.2% | -1.8% | -6.4% | -8.2% |
| 3M | -38.9% | -2.2% | -36.6% | -39.2% |
| 6M | -2.9% | -14.9% | +12.0% | -0.9% |
| YTD | +31.8% | -20.0% | +51.8% | +34.6% |
| 1Y | +43.1% | -33.1% | +76.3% | +51.3% |
| All | -22.0% | -25.7% | +3.7% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling