-1.0%
GS vs VRSK
+21.4%
-22.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.9% | +2.1% |
| 7D | -0.1% | +4.1% | -4.2% | +1.4% |
| 30D | +3.7% | +16.1% | -12.4% | +8.9% |
| 3M | -10.0% | +14.1% | -24.1% | -5.3% |
| 6M | -1.0% | +22.9% | -23.8% | +4.5% |
| All | -1.0% | +21.4% | -22.4% | +4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling