-26.6%
VRSK vs GME
+18.5%
-45.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | +0.2% |
| 7D | -5.2% | +10.4% | -15.5% | -5.1% |
| 30D | -2.3% | +14.1% | -16.4% | -2.3% |
| 3M | -2.9% | -4.6% | +1.7% | -3.0% |
| 6M | -12.8% | -13.5% | +0.7% | -12.9% |
| YTD | -20.8% | +5.3% | -26.1% | -20.8% |
| 1Y | -33.2% | -14.9% | -18.3% | -33.3% |
| 3Y | -26.6% | +24.3% | -50.8% | -24.4% |
| All | -26.6% | +18.5% | -45.1% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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