+393.9%
GH vs VRSK
+53.1%
+340.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.6% |
| 7D | -1.2% | -7.7% | +6.5% | +3.4% |
| 30D | -3.7% | -2.8% | -0.8% | -2.6% |
| 3M | +21.7% | -3.7% | +25.4% | +21.2% |
| 6M | +75.7% | -12.8% | +88.5% | +84.7% |
| YTD | +55.7% | -21.0% | +76.7% | +73.2% |
| 1Y | +181.1% | -32.5% | +213.6% | +245.9% |
| 3Y | +371.6% | -26.5% | +398.1% | +409.2% |
| 5Y | +23.2% | -11.5% | +34.7% | +13.7% |
| All | +393.9% | +53.1% | +340.7% | +158.9% |
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