-0.2%
VRSK vs GNRC
+10.1%
-10.3%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -9.0% | +15.9% | +5.6% |
| 7D | +10.9% | -15.3% | +26.1% | +8.7% |
| 30D | +28.0% | -22.9% | +50.9% | +24.4% |
| 3M | +12.3% | -20.7% | +33.1% | +10.2% |
| 6M | +17.8% | -34.6% | +52.5% | +13.7% |
| YTD | -4.7% | +26.4% | -31.1% | -8.5% |
| 1Y | -0.2% | +8.3% | -8.5% | -4.4% |
| All | -0.2% | +10.1% | -10.3% | -4.4% |
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