+617.9%
VRSK vs GPC
+516.3%
+101.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.9% |
| 7D | -3.1% | +1.2% | -4.3% | -3.6% |
| 30D | -1.6% | +6.0% | -7.5% | -3.5% |
| 3M | +3.5% | +42.6% | -39.1% | -8.6% |
| 6M | -13.4% | +22.8% | -36.1% | -19.8% |
| YTD | -16.5% | +15.5% | -32.0% | -21.8% |
| 1Y | -30.6% | +2.0% | -32.6% | -32.1% |
| 3Y | -21.9% | -1.4% | -20.5% | -25.2% |
| 5Y | -6.3% | +30.6% | -36.9% | -20.8% |
| 10Y | +133.1% | +80.6% | +52.5% | +61.2% |
| All | +617.9% | +516.3% | +101.6% | +219.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling