-11.1%
VRSK vs GME
-56.3%
+45.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | +0.1% |
| 7D | -5.2% | +10.4% | -15.5% | -5.3% |
| 30D | -2.3% | +14.1% | -16.4% | -2.6% |
| 3M | -2.9% | -4.6% | +1.7% | -2.9% |
| 6M | -12.8% | -13.5% | +0.7% | -12.7% |
| YTD | -20.8% | +5.3% | -26.1% | -20.9% |
| 1Y | -33.2% | -14.9% | -18.3% | -33.1% |
| 3Y | -26.6% | +24.3% | -50.8% | -30.3% |
| All | -11.1% | -56.3% | +45.2% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling