+240.4%
GS vs VRSK
-26.9%
+267.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | -0.3% |
| 7D | +3.4% | -9.7% | +13.1% | +3.2% |
| 30D | +0.2% | -8.5% | +8.7% | +0.1% |
| 3M | -0.3% | -1.7% | +1.4% | -0.9% |
| 6M | +27.4% | -17.9% | +45.3% | +29.1% |
| YTD | +19.6% | -21.1% | +40.8% | +22.3% |
| 1Y | +42.5% | -35.1% | +77.6% | +50.7% |
| 3Y | +240.4% | -26.7% | +267.1% | +253.7% |
| All | +240.4% | -26.9% | +267.3% | +253.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling