+230.7%
GM vs VRSN
+891.5%
-660.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.0% | -3.0% |
| 7D | -1.1% | -1.0% | -0.1% | -0.7% |
| 30D | -4.6% | -1.9% | -2.7% | -4.0% |
| 3M | +0.2% | +1.4% | -1.2% | -1.1% |
| 6M | +12.6% | +19.0% | -6.4% | +3.2% |
| YTD | +3.7% | +19.2% | -15.5% | -5.5% |
| 1Y | +45.6% | +1.7% | +44.0% | +41.3% |
| 3Y | +162.0% | +41.4% | +120.5% | +116.3% |
| 5Y | +80.5% | +31.7% | +48.8% | +51.3% |
| 10Y | +231.3% | +290.3% | -58.9% | +74.4% |
| All | +230.7% | +891.5% | -660.8% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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