-19.9%
GFS vs VRSN
+44.7%
-64.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +1.6% |
| 7D | +1.0% | +0.1% | +1.0% | +1.0% |
| 30D | -8.6% | -0.2% | -8.4% | -8.6% |
| 3M | -46.5% | -0.3% | -46.3% | -46.2% |
| 6M | -4.8% | +23.0% | -27.8% | -10.5% |
| YTD | +29.7% | +21.3% | +8.3% | +22.4% |
| 1Y | +35.8% | +6.7% | +29.1% | +35.6% |
| All | -19.9% | +44.7% | -64.6% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling