+103.4%
GLD vs VRTX
+190.2%
-86.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.0% | -2.8% |
| 7D | -5.5% | 0.0% | -5.5% | -5.5% |
| 30D | -7.0% | +11.8% | -18.8% | -7.7% |
| 3M | -12.4% | +3.2% | -15.6% | -12.5% |
| 6M | -18.0% | +21.0% | -39.1% | -18.9% |
| YTD | -10.5% | +19.7% | -30.1% | -11.3% |
| 1Y | -8.1% | +25.0% | -33.0% | -9.1% |
| 3Y | +97.7% | +45.2% | +52.5% | +93.4% |
| 5Y | +103.4% | +189.7% | -86.3% | +95.0% |
| All | +103.4% | +190.2% | -86.7% | +95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling