+289.1%
GPN vs VRSK
+586.4%
-297.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -4.6% | -5.2% | +0.6% | -1.7% |
| 30D | -0.3% | -2.3% | +2.0% | +0.8% |
| 3M | +35.4% | -2.9% | +38.4% | +37.0% |
| 6M | +21.7% | -12.8% | +34.5% | +29.8% |
| YTD | +14.9% | -20.8% | +35.7% | +29.0% |
| 1Y | +3.2% | -33.2% | +36.4% | +27.9% |
| 3Y | -27.1% | -26.6% | -0.6% | -16.8% |
| 5Y | -44.4% | -11.3% | -33.0% | -44.6% |
| 10Y | +27.0% | +126.1% | -99.1% | -22.4% |
| All | +289.1% | +586.4% | -297.3% | +45.6% |
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 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