+546.1%
GS vs VRSK
+705.9%
-159.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +5.1% | -2.4% | +7.6% | +6.0% |
| 30D | +2.4% | +16.8% | -14.4% | -4.2% |
| 3M | -11.5% | +14.7% | -26.2% | -17.2% |
| 6M | -2.5% | +24.7% | -27.2% | -13.6% |
| YTD | +5.5% | -7.0% | +12.5% | +4.8% |
| 1Y | +11.0% | -2.1% | +13.2% | +7.5% |
| 3Y | +200.1% | -11.4% | +211.4% | +194.4% |
| 5Y | +154.7% | -1.2% | +155.9% | +131.2% |
| 10Y | +450.9% | +161.7% | +289.2% | +195.9% |
| All | +546.1% | +705.9% | -159.8% | +108.1% |
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