-30.6%
VRSK vs GNRC
+6.8%
-37.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.4% | -4.9% | -2.3% |
| 7D | -3.1% | +1.9% | -5.0% | -3.0% |
| 30D | -1.6% | -13.8% | +12.3% | -2.7% |
| 3M | +3.5% | -32.6% | +36.1% | +1.1% |
| 6M | -13.4% | -15.2% | +1.8% | -16.0% |
| YTD | -16.5% | +37.4% | -53.9% | -19.4% |
| 1Y | -30.6% | +5.1% | -35.7% | -32.6% |
| All | -30.6% | +6.8% | -37.4% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling