+633.1%
GS vs VRSK
+125.6%
+507.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.4% |
| 7D | -1.7% | -7.7% | +6.0% | +1.0% |
| 30D | -0.9% | -2.8% | +1.9% | -0.2% |
| 3M | +2.3% | -3.7% | +6.1% | +2.0% |
| 6M | +23.4% | -12.8% | +36.2% | +27.2% |
| YTD | +17.7% | -21.0% | +38.7% | +25.8% |
| 1Y | +35.1% | -32.5% | +67.6% | +54.6% |
| 3Y | +234.9% | -26.5% | +261.5% | +256.9% |
| 5Y | +185.3% | -11.5% | +196.8% | +166.9% |
| All | +633.1% | +125.6% | +507.5% | +303.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling