-16.4%
GFS vs VRSN
+48.2%
-64.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.1% | +7.3% | +6.7% |
| 7D | -7.8% | +0.5% | -8.3% | -8.0% |
| 30D | -19.7% | +4.9% | -24.6% | -21.5% |
| 3M | -23.1% | +5.8% | -28.9% | -25.5% |
| 6M | -46.4% | +12.6% | -58.9% | -50.5% |
| YTD | +11.0% | +28.2% | -17.2% | -7.0% |
| 1Y | +12.6% | +30.4% | -17.8% | -7.0% |
| 3Y | -24.9% | +54.6% | -79.5% | -47.9% |
| 5Y | -39.1% | +35.1% | -74.1% | -52.2% |
| All | -16.4% | +48.2% | -64.7% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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