-30.6%
VRSK vs GTLB
+14.4%
-45.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.7% |
| 7D | -3.1% | +11.1% | -14.2% | -4.6% |
| 30D | -1.6% | +37.8% | -39.4% | -6.2% |
| 3M | +3.5% | +61.6% | -58.1% | -4.0% |
| 6M | -13.4% | +98.9% | -112.3% | -22.4% |
| YTD | -16.5% | +32.8% | -49.3% | -26.1% |
| 1Y | -30.6% | +14.7% | -45.2% | -39.7% |
| All | -30.6% | +14.4% | -45.0% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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