+851.8%
GLW vs VRSK
+126.1%
+725.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | +7.8% | -5.2% | +13.0% | +9.2% |
| 30D | -0.4% | -2.3% | +1.9% | -0.4% |
| 3M | -5.6% | -2.9% | -2.6% | -7.3% |
| 6M | +26.7% | -12.8% | +39.5% | +27.8% |
| YTD | +91.0% | -20.8% | +111.9% | +99.2% |
| 1Y | +122.4% | -33.2% | +155.6% | +150.4% |
| 3Y | +471.0% | -26.6% | +497.6% | +484.5% |
| 5Y | +385.6% | -11.3% | +397.0% | +326.8% |
| All | +851.8% | +126.1% | +725.8% | +351.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling