+124.0%
VRSK vs GRMN
+677.8%
-553.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -4.1% | -1.3% |
| 7D | -5.2% | +2.4% | -7.6% | -6.0% |
| 30D | -2.3% | -8.5% | +6.1% | +0.6% |
| 3M | -2.9% | +19.5% | -22.4% | -9.5% |
| 6M | -12.8% | +21.2% | -34.0% | -19.7% |
| YTD | -20.8% | +41.0% | -61.9% | -31.3% |
| 1Y | -33.2% | +19.6% | -52.8% | -38.5% |
| 3Y | -26.6% | +183.8% | -210.4% | -55.3% |
| 5Y | -11.3% | +83.0% | -94.3% | -35.8% |
| All | +124.0% | +677.8% | -553.8% | -2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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