-10.3%
GFS vs VRSK
+3.4%
-13.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.8% |
| 7D | +7.4% | +1.6% | +5.8% | +7.1% |
| 30D | -15.3% | +15.1% | -30.3% | -17.8% |
| 3M | -21.1% | +12.1% | -33.2% | -23.2% |
| 6M | -44.5% | +29.4% | -73.9% | -49.6% |
| YTD | +19.2% | -6.4% | +25.6% | +21.7% |
| 1Y | +27.2% | -3.6% | +30.8% | +28.1% |
| 3Y | -20.1% | -10.9% | -9.2% | -21.4% |
| 5Y | -25.6% | -0.5% | -25.1% | -33.0% |
| All | -10.3% | +3.4% | -13.6% | -20.4% |
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