-33.2%
VRSK vs GRMN
+21.5%
-54.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.2% | -4.1% | -0.6% |
| 7D | -5.2% | +2.4% | -7.6% | -5.6% |
| 30D | -2.3% | -8.5% | +6.1% | -0.8% |
| 3M | -2.9% | +19.5% | -22.4% | -6.8% |
| 6M | -12.8% | +21.2% | -34.0% | -17.0% |
| YTD | -20.8% | +41.0% | -61.9% | -28.4% |
| 1Y | -33.2% | +19.6% | -52.8% | -32.5% |
| All | -33.2% | +21.5% | -54.7% | -32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling