-2.7%
GFS vs VRSK
-13.0%
+10.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.3% | +1.0% |
| 7D | +2.6% | -9.7% | +12.3% | +5.0% |
| 30D | -16.4% | -8.5% | -7.9% | -14.8% |
| 3M | -41.6% | -1.7% | -39.9% | -42.5% |
| 6M | -3.7% | -17.9% | +14.2% | +1.2% |
| YTD | +29.3% | -21.1% | +50.4% | +37.3% |
| 1Y | +37.1% | -35.1% | +72.3% | +58.9% |
| 3Y | -22.1% | -26.7% | +4.6% | -19.1% |
| All | -2.7% | -13.0% | +10.3% | -10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling