+21.1%
GLDM vs VRSK
-34.2%
+55.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +1.1% |
| 7D | +0.2% | -5.4% | +5.6% | -0.7% |
| 30D | +0.3% | -1.8% | +2.0% | +0.1% |
| 3M | +3.3% | -2.2% | +5.5% | +3.2% |
| 6M | -14.5% | -14.9% | +0.4% | -15.6% |
| YTD | +1.9% | -20.0% | +22.0% | -0.6% |
| 1Y | +21.1% | -33.1% | +54.2% | +17.5% |
| All | +21.1% | -34.2% | +55.3% | +17.5% |
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