+122.2%
GLD vs VRSK
-26.6%
+148.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.8% |
| 7D | -3.4% | -7.7% | +4.4% | -3.9% |
| 30D | -1.1% | -2.8% | +1.7% | -1.3% |
| 3M | +5.8% | -3.7% | +9.5% | +5.6% |
| 6M | -17.1% | -12.8% | -4.3% | -17.3% |
| YTD | 0.0% | -21.0% | +21.0% | -0.3% |
| 1Y | +18.2% | -32.5% | +50.7% | +18.4% |
| All | +122.2% | -26.6% | +148.8% | +124.0% |
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