-11.1%
VRSK vs GAP
+8.7%
-19.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | 0.0% |
| 7D | -5.2% | -4.1% | -1.1% | -5.0% |
| 30D | -2.3% | +6.2% | -8.5% | -2.7% |
| 3M | -2.9% | -0.7% | -2.2% | -3.0% |
| 6M | -12.8% | -7.1% | -5.7% | -12.8% |
| YTD | -20.8% | -14.1% | -6.7% | -20.6% |
| 1Y | -33.2% | -8.5% | -24.7% | -33.4% |
| 3Y | -26.6% | +115.4% | -141.9% | -34.6% |
| All | -11.1% | +8.7% | -19.8% | -19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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