+231.1%
GM vs VRSK
+126.1%
+105.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -2.4% | -5.2% | +2.7% | -0.6% |
| 30D | -1.1% | -2.3% | +1.2% | -0.4% |
| 3M | +6.1% | -2.9% | +9.0% | +6.3% |
| 6M | +15.0% | -12.8% | +27.8% | +19.2% |
| YTD | +6.0% | -20.8% | +26.8% | +13.6% |
| 1Y | +47.1% | -33.2% | +80.3% | +69.5% |
| 3Y | +170.5% | -26.6% | +197.1% | +187.8% |
| 5Y | +80.5% | -11.3% | +91.8% | +69.7% |
| All | +231.1% | +126.1% | +105.0% | +97.1% |
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