+1,503.0%
GLW vs VRSK
+583.6%
+919.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -5.5% | +13.1% | +9.3% |
| 7D | +14.0% | -9.7% | +23.7% | +17.4% |
| 30D | +0.4% | -8.5% | +8.9% | +2.6% |
| 3M | -11.3% | -1.7% | -9.7% | -13.4% |
| 6M | +35.1% | -17.9% | +53.0% | +39.1% |
| YTD | +90.5% | -21.1% | +111.7% | +97.9% |
| 1Y | +132.0% | -35.1% | +167.2% | +161.4% |
| 3Y | +463.3% | -26.7% | +490.0% | +478.4% |
| 5Y | +382.5% | -12.0% | +394.5% | +339.1% |
| 10Y | +837.6% | +122.9% | +714.8% | +439.9% |
| All | +1,503.0% | +583.6% | +919.3% | +462.7% |
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