-12.1%
GFS vs VRSN
+49.4%
-61.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.5% | -0.5% |
| 7D | -5.3% | -0.9% | -4.4% | -4.9% |
| 30D | -15.8% | +2.4% | -18.2% | -16.8% |
| 3M | -18.6% | +6.4% | -25.0% | -21.4% |
| 6M | -45.0% | +8.6% | -53.5% | -48.1% |
| YTD | +16.8% | +29.3% | -12.5% | -2.6% |
| 1Y | +17.8% | +27.2% | -9.4% | -0.8% |
| 3Y | -21.5% | +52.8% | -74.4% | -44.9% |
| 5Y | -29.3% | +36.7% | -66.1% | -45.0% |
| All | -12.1% | +49.4% | -61.5% | -36.9% |
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