-4.4%
VRSK vs GGLL
+309.0%
-313.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.5% | +5.9% | +1.6% |
| 7D | -5.4% | -3.9% | -1.5% | -5.3% |
| 30D | -1.8% | -15.4% | +13.6% | -1.2% |
| 3M | -2.2% | -21.9% | +19.7% | -1.5% |
| 6M | -14.9% | +4.5% | -19.4% | -16.0% |
| YTD | -20.0% | -2.4% | -17.6% | -20.7% |
| 1Y | -33.1% | +57.8% | -90.9% | -36.1% |
| 3Y | -25.6% | +227.2% | -252.9% | -37.4% |
| All | -4.4% | +309.0% | -313.4% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling