+634.5%
GS vs VRSK
+623.8%
+10.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +1.1% |
| 7D | +0.9% | -3.1% | +4.1% | +2.2% |
| 30D | -1.6% | -1.6% | 0.0% | -1.3% |
| 3M | -4.5% | +3.5% | -8.0% | -7.4% |
| 6M | +20.9% | -13.4% | +34.2% | +25.4% |
| YTD | +19.9% | -16.5% | +36.4% | +25.5% |
| 1Y | +41.4% | -30.6% | +72.0% | +60.3% |
| 3Y | +239.2% | -21.9% | +261.0% | +253.9% |
| 5Y | +185.0% | -6.3% | +191.3% | +164.4% |
| 10Y | +655.0% | +133.1% | +521.9% | +329.1% |
| All | +634.5% | +623.8% | +10.8% | +149.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling