+25.7%
GPN vs VRSK
+126.1%
-100.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -4.3% | -5.2% | +0.8% | -1.1% |
| 30D | 0.0% | -2.3% | +2.3% | +1.2% |
| 3M | +35.8% | -2.9% | +38.7% | +37.4% |
| 6M | +22.0% | -12.8% | +34.8% | +31.2% |
| YTD | +15.2% | -20.8% | +36.0% | +31.4% |
| 1Y | +3.5% | -33.2% | +36.7% | +32.4% |
| 3Y | -26.9% | -26.6% | -0.4% | -15.6% |
| 5Y | -44.2% | -11.3% | -32.9% | -46.1% |
| All | +25.7% | +126.1% | -100.4% | -35.6% |
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