+124.0%
VRSK vs GNRC
+448.8%
-324.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.7% | -0.2% |
| 7D | -5.2% | -0.2% | -5.0% | -5.2% |
| 30D | -2.3% | -15.7% | +13.4% | -0.2% |
| 3M | -2.9% | -27.3% | +24.4% | +0.6% |
| 6M | -12.8% | -12.1% | -0.7% | -13.1% |
| YTD | -20.8% | +37.1% | -57.9% | -27.1% |
| 1Y | -33.2% | -0.5% | -32.8% | -35.6% |
| 3Y | -26.6% | +61.5% | -88.1% | -37.5% |
| 5Y | -11.3% | -58.6% | +47.2% | -4.7% |
| All | +124.0% | +448.8% | -324.9% | +20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling