+579.5%
VRSK vs GME
+359.9%
+219.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.2% |
| 7D | -7.7% | +6.0% | -13.8% | -7.8% |
| 30D | -2.8% | +8.3% | -11.2% | -2.9% |
| 3M | -3.7% | -9.1% | +5.3% | -3.7% |
| 6M | -12.8% | -16.3% | +3.6% | -12.7% |
| YTD | -21.0% | +1.5% | -22.5% | -21.0% |
| 1Y | -32.5% | -16.3% | -16.1% | -32.4% |
| 3Y | -26.5% | +15.1% | -41.7% | -27.5% |
| 5Y | -11.5% | -57.2% | +45.7% | -12.5% |
| 10Y | +125.7% | +274.5% | -148.8% | +76.9% |
| All | +579.5% | +359.9% | +219.7% | +383.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling