+52.6%
GM vs VRSK
-30.3%
+82.9%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.4% | +0.7% |
| 7D | +1.9% | -3.1% | +5.1% | +1.8% |
| 30D | -1.4% | -1.6% | +0.2% | -1.5% |
| 3M | +5.9% | +3.5% | +2.4% | +6.6% |
| 6M | +12.4% | -13.4% | +25.8% | +14.6% |
| YTD | +8.6% | -16.5% | +25.1% | +10.6% |
| 1Y | +52.6% | -30.6% | +83.2% | +67.7% |
| All | +52.6% | -30.3% | +82.9% | +67.7% |
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 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