+816.6%
GLD vs VRTX
+5,066.7%
-4,250.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.8% |
| 7D | -0.5% | +0.8% | -1.3% | -0.5% |
| 30D | +4.4% | +12.6% | -8.2% | +4.3% |
| 3M | -1.1% | +23.6% | -24.7% | -1.3% |
| 6M | -13.8% | +14.3% | -28.1% | -13.9% |
| YTD | +2.6% | +20.5% | -17.8% | +2.5% |
| 1Y | +24.5% | +37.6% | -13.1% | +24.2% |
| 3Y | +125.8% | +55.5% | +70.3% | +125.1% |
| 5Y | +137.8% | +175.7% | -38.0% | +136.5% |
| 10Y | +221.4% | +474.2% | -252.8% | +220.4% |
| All | +816.6% | +5,066.7% | -4,250.1% | +823.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling