+124.0%
VRSK vs GPC
+86.4%
+37.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -5.2% | -3.2% | -2.0% | -4.1% |
| 30D | -2.3% | +0.5% | -2.8% | -2.5% |
| 3M | -2.9% | +31.7% | -34.7% | -11.2% |
| 6M | -12.8% | +24.7% | -37.5% | -19.2% |
| YTD | -20.8% | +11.8% | -32.6% | -24.7% |
| 1Y | -33.2% | -3.0% | -30.2% | -33.4% |
| 3Y | -26.6% | -1.1% | -25.5% | -29.6% |
| 5Y | -11.3% | +30.5% | -41.8% | -24.7% |
| All | +124.0% | +86.4% | +37.6% | +53.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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