+18.4%
GLD vs VRSK
-32.5%
+50.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.9% |
| 7D | -3.4% | -7.7% | +4.4% | -4.5% |
| 30D | -1.1% | -2.8% | +1.7% | -1.5% |
| 3M | +5.8% | -3.7% | +9.5% | +5.5% |
| 6M | -17.1% | -12.8% | -4.3% | -18.0% |
| YTD | 0.0% | -21.0% | +21.0% | -2.7% |
| All | +18.4% | -32.5% | +50.9% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling