+33.7%
GS vs VRSK
-32.3%
+66.1%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +1.0% |
| 7D | -0.9% | -5.2% | +4.3% | -1.7% |
| 30D | -0.3% | -2.3% | +2.0% | -0.5% |
| 3M | -0.1% | -2.9% | +2.8% | -0.8% |
| 6M | +26.1% | -12.8% | +38.9% | +25.7% |
| YTD | +18.8% | -20.8% | +39.6% | +19.2% |
| 1Y | +33.7% | -33.2% | +66.9% | +33.7% |
| All | +33.7% | -32.3% | +66.1% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling