-26.6%
VRSK vs GSK
+47.2%
-73.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -5.2% | -3.5% | -1.6% | -4.8% |
| 30D | -2.3% | -3.4% | +1.1% | -1.9% |
| 3M | -2.9% | -8.1% | +5.2% | -2.2% |
| 6M | -12.8% | -11.1% | -1.7% | -12.0% |
| YTD | -20.8% | +0.7% | -21.6% | -21.9% |
| 1Y | -33.2% | +20.1% | -53.4% | -36.3% |
| 3Y | -26.6% | +46.1% | -72.7% | -34.1% |
| All | -26.6% | +47.2% | -73.8% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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