+124.0%
VRSK vs GFI
+1,066.8%
-942.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.2% |
| 7D | -5.2% | -4.9% | -0.3% | -5.0% |
| 30D | -2.3% | +10.7% | -13.0% | -2.6% |
| 3M | -2.9% | +25.6% | -28.5% | -3.6% |
| 6M | -12.8% | -8.3% | -4.5% | -12.7% |
| YTD | -20.8% | +6.3% | -27.1% | -21.4% |
| 1Y | -33.2% | +22.1% | -55.3% | -34.3% |
| 3Y | -26.6% | +289.2% | -315.8% | -32.4% |
| 5Y | -11.3% | +531.7% | -543.0% | -21.2% |
| All | +124.0% | +1,066.8% | -942.9% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling