+248.5%
GLDM vs VRSK
+83.0%
+165.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.9% |
| 7D | -0.5% | -3.1% | +2.6% | -0.5% |
| 30D | +4.4% | -1.6% | +6.0% | +4.4% |
| 3M | -1.1% | +3.5% | -4.6% | -1.2% |
| 6M | -13.7% | -13.4% | -0.3% | -13.2% |
| YTD | +2.8% | -16.5% | +19.3% | +3.4% |
| 1Y | +24.8% | -30.6% | +55.4% | +27.0% |
| 3Y | +127.8% | -21.9% | +149.7% | +129.1% |
| 5Y | +141.1% | -6.3% | +147.4% | +138.1% |
| All | +248.5% | +83.0% | +165.4% | +241.5% |
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 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