-42.6%
VRSK vs GLXY
+2.7%
-45.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -1.3% |
| 7D | -7.7% | -8.9% | +1.2% | -8.0% |
| 30D | -2.8% | +19.9% | -22.7% | -2.2% |
| 3M | -3.7% | -20.0% | +16.3% | -3.6% |
| 6M | -12.8% | +10.5% | -23.3% | -12.7% |
| YTD | -21.0% | +7.9% | -28.9% | -20.3% |
| 1Y | -32.5% | -7.5% | -25.0% | -32.2% |
| All | -42.6% | +2.7% | -45.3% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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