-26.6%
VRSK vs GTLB
-10.9%
-15.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.2% |
| 7D | -5.2% | -5.7% | +0.5% | -4.8% |
| 30D | -2.3% | +15.1% | -17.5% | -3.2% |
| 3M | -2.9% | +65.5% | -68.4% | -6.1% |
| 6M | -12.8% | +102.9% | -115.7% | -16.6% |
| YTD | -20.8% | +25.2% | -46.0% | -23.6% |
| 1Y | -33.2% | -5.5% | -27.7% | -35.5% |
| 3Y | -26.6% | -10.9% | -15.7% | -29.0% |
| All | -26.6% | -10.9% | -15.7% | -29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling