+290.5%
GLD vs VRSK
+583.6%
-293.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.5% | +3.8% | -1.7% |
| 7D | +0.7% | -9.7% | +10.5% | +0.8% |
| 30D | +0.3% | -8.5% | +8.8% | +0.4% |
| 3M | +0.6% | -1.7% | +2.3% | +0.6% |
| 6M | -15.6% | -17.9% | +2.3% | -15.3% |
| YTD | +0.9% | -21.1% | +22.0% | +1.3% |
| 1Y | +19.4% | -35.1% | +54.5% | +20.6% |
| 3Y | +124.5% | -26.7% | +151.1% | +125.5% |
| 5Y | +138.9% | -12.0% | +151.0% | +137.9% |
| 10Y | +213.3% | +122.9% | +90.4% | +212.3% |
| All | +290.5% | +583.6% | -293.1% | +298.9% |
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