+555.5%
GS vs VRSK
+704.6%
-149.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.9% | +1.5% |
| 7D | -0.1% | +4.1% | -4.2% | -2.0% |
| 30D | +3.7% | +16.1% | -12.4% | -2.8% |
| 3M | -10.0% | +14.1% | -24.1% | -15.6% |
| 6M | -1.0% | +22.9% | -23.8% | -11.7% |
| YTD | +7.0% | -7.2% | +14.2% | +6.4% |
| 1Y | +16.6% | -3.4% | +20.0% | +13.5% |
| 3Y | +204.4% | -11.5% | +215.9% | +198.9% |
| 5Y | +160.0% | +0.2% | +159.9% | +134.2% |
| 10Y | +458.9% | +161.3% | +297.5% | +200.3% |
| All | +555.5% | +704.6% | -149.1% | +111.3% |
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