+205.0%
GLD vs VRTX
+580.6%
-375.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.8% |
| 7D | +4.7% | -2.1% | +6.8% | +4.8% |
| 30D | -0.9% | +8.2% | -9.1% | -1.3% |
| 3M | -4.4% | +13.0% | -17.4% | -4.9% |
| 6M | -13.6% | +27.9% | -41.5% | -14.4% |
| YTD | -6.0% | +20.7% | -26.7% | -6.8% |
| 1Y | +1.8% | +31.4% | -29.7% | +0.7% |
| 3Y | +103.2% | +41.8% | +61.4% | +99.8% |
| 5Y | +119.3% | +183.7% | -64.4% | +110.6% |
| All | +205.0% | +580.6% | -375.7% | +189.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRTX.
Daily Out/Under-Performance
Portfolio return minus VRTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRTX 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 10y: compounded portfolio wealth divided by compounded VRTX 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…
10y analysis · Full analysis span regression · 6 months rolling