+371.6%
GH vs VRSK
-26.5%
+398.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -2.5% | -5.2% | +2.7% | -2.0% |
| 30D | -4.7% | -2.3% | -2.4% | -4.6% |
| 3M | +20.2% | -2.9% | +23.2% | +19.2% |
| 6M | +78.8% | -12.8% | +91.6% | +80.1% |
| YTD | +54.1% | -20.8% | +74.9% | +57.7% |
| 1Y | +177.1% | -33.2% | +210.3% | +188.6% |
| 3Y | +371.6% | -26.6% | +398.2% | +346.8% |
| All | +371.6% | -26.5% | +398.1% | +346.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling