+184.6%
VRTX vs GD
+94.5%
+90.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.5% | +1.0% |
| 7D | -2.1% | -5.0% | +2.9% | -0.6% |
| 30D | +8.2% | +8.9% | -0.7% | +5.3% |
| 3M | +13.0% | -8.0% | +21.1% | +15.8% |
| 6M | +27.9% | +2.9% | +25.0% | +26.5% |
| YTD | +20.7% | +7.1% | +13.6% | +17.3% |
| 1Y | +31.4% | +5.9% | +25.5% | +28.2% |
| 3Y | +41.8% | +53.9% | -12.0% | +20.4% |
| All | +184.6% | +94.5% | +90.1% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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