+187.0%
GS vs VRSK
-10.8%
+197.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.2% | -0.9% |
| 7D | +2.4% | -5.4% | +7.8% | +3.2% |
| 30D | -0.1% | -1.8% | +1.7% | +0.1% |
| 3M | +0.2% | -2.2% | +2.4% | -0.4% |
| 6M | +24.8% | -14.9% | +39.7% | +28.0% |
| YTD | +18.8% | -20.0% | +38.8% | +23.6% |
| 1Y | +37.3% | -33.1% | +70.5% | +50.6% |
| 3Y | +237.9% | -25.6% | +263.5% | +251.5% |
| 5Y | +187.0% | -10.1% | +197.2% | +162.5% |
| All | +187.0% | -10.8% | +197.8% | +162.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling