-10.9%
VRSK vs GGLL
+166.5%
-177.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +0.7% |
| 7D | +1.6% | +7.7% | -6.1% | +1.7% |
| 30D | +15.1% | -30.2% | +45.3% | +14.7% |
| 3M | +12.1% | -31.3% | +43.3% | +11.7% |
| 6M | +29.4% | -52.1% | +81.5% | +28.7% |
| YTD | -6.4% | -25.9% | +19.5% | -6.6% |
| 1Y | -3.6% | -8.5% | +4.9% | -3.9% |
| 3Y | -10.9% | +165.5% | -176.5% | -14.5% |
| All | -10.9% | +166.5% | -177.5% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 3y: compounded portfolio wealth divided by compounded GGLL 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…
3y analysis · Full analysis span regression · 6 months rolling