+103.2%
GLD vs VRTX
+44.2%
+58.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | +4.7% | -2.1% | +6.8% | +4.8% |
| 30D | -0.9% | +8.2% | -9.1% | -1.6% |
| 3M | -4.4% | +13.0% | -17.4% | -5.3% |
| 6M | -13.6% | +27.9% | -41.5% | -15.1% |
| YTD | -6.0% | +20.7% | -26.7% | -7.2% |
| 1Y | +1.8% | +31.4% | -29.7% | +0.2% |
| 3Y | +103.2% | +41.8% | +61.4% | +94.1% |
| All | +103.2% | +44.2% | +58.9% | +94.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling