+426.7%
VRTX vs GFI
+1,066.8%
-640.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.2% |
| 7D | -5.6% | -4.9% | -0.8% | -5.4% |
| 30D | -2.0% | +10.7% | -12.7% | -2.5% |
| 3M | +15.8% | +25.6% | -9.8% | +14.2% |
| 6M | +4.7% | -8.3% | +12.9% | +4.7% |
| YTD | +13.7% | +6.3% | +7.4% | +12.8% |
| 1Y | +29.7% | +22.1% | +7.6% | +27.4% |
| 3Y | +48.4% | +289.2% | -240.7% | +34.7% |
| 5Y | +173.3% | +531.7% | -358.3% | +137.9% |
| All | +426.7% | +1,066.8% | -640.1% | +358.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling