-42.7%
VRSK vs GLXY
+15.1%
-57.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.7% | -8.3% | -5.5% |
| 7D | -9.7% | +15.5% | -25.2% | -9.3% |
| 30D | -8.5% | +34.1% | -42.6% | -7.5% |
| 3M | -1.7% | -11.3% | +9.7% | -1.2% |
| 6M | -17.9% | +31.6% | -49.5% | -17.6% |
| YTD | -21.1% | +21.0% | -42.1% | -20.2% |
| 1Y | -35.1% | +11.7% | -46.8% | -34.5% |
| All | -42.7% | +15.1% | -57.8% | -42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling