+142.5%
GLD vs VRTX
+178.3%
-35.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.7% |
| 7D | -0.5% | +0.8% | -1.3% | -0.6% |
| 30D | +4.4% | +12.6% | -8.2% | +3.7% |
| 3M | -1.1% | +23.6% | -24.7% | -2.2% |
| 6M | -13.8% | +14.3% | -28.1% | -14.5% |
| YTD | +2.6% | +20.5% | -17.8% | +1.6% |
| 1Y | +24.5% | +37.6% | -13.1% | +22.9% |
| 3Y | +125.8% | +55.5% | +70.3% | +120.8% |
| All | +142.5% | +178.3% | -35.8% | +133.3% |
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