+48.2%
VRTX vs GFI
+292.6%
-244.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -1.1% |
| 7D | -7.8% | -5.1% | -2.6% | -7.6% |
| 30D | -2.8% | +13.4% | -16.3% | -3.3% |
| 3M | +18.1% | +36.2% | -18.1% | +16.6% |
| 6M | +3.1% | -9.8% | +12.9% | +2.9% |
| YTD | +13.5% | +7.7% | +5.8% | +13.4% |
| 1Y | +32.4% | +27.2% | +5.2% | +32.2% |
| All | +48.2% | +292.6% | -244.4% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling