-26.6%
VRSK vs GRMN
+190.9%
-217.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -6.4% |
| 6M | -12.8% | +21.2% | -34.0% | -16.4% |
| YTD | -20.8% | +41.0% | -61.9% | -26.5% |
| 1Y | -33.2% | +19.6% | -52.8% | -35.8% |
| 3Y | -26.6% | +183.8% | -210.4% | -35.7% |
| All | -26.6% | +190.9% | -217.5% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling