+360.1%
GIS vs VRSN
+7,135.0%
-6,775.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | -3.4% | +1.4% | -4.8% | -3.4% |
| 30D | +6.9% | +3.9% | +3.0% | +6.7% |
| 3M | -10.1% | +9.3% | -19.4% | -10.5% |
| 6M | +5.9% | +6.7% | -0.8% | +5.5% |
| YTD | -21.1% | +30.0% | -51.1% | -22.2% |
| 1Y | -22.5% | +26.0% | -48.5% | -23.4% |
| 3Y | -39.0% | +53.1% | -92.1% | -40.3% |
| 5Y | -33.3% | +35.0% | -68.3% | -34.7% |
| 10Y | -17.0% | +291.7% | -308.8% | -22.0% |
| All | +360.1% | +7,135.0% | -6,775.0% | +274.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling