+99.1%
GIS vs VRSK
+586.4%
-487.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -6.4% | -5.2% | -1.2% | -5.1% |
| 30D | -6.1% | -2.3% | -3.8% | -5.5% |
| 3M | +7.8% | -2.9% | +10.8% | +8.6% |
| 6M | -8.8% | -12.8% | +4.0% | -5.9% |
| YTD | -19.1% | -20.8% | +1.7% | -14.7% |
| 1Y | -24.8% | -33.2% | +8.5% | -17.1% |
| 3Y | -37.6% | -26.6% | -11.0% | -33.2% |
| 5Y | -25.4% | -11.3% | -14.1% | -25.0% |
| 10Y | -19.6% | +126.1% | -145.7% | -36.8% |
| All | +99.1% | +586.4% | -487.3% | +27.2% |
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