+11,653.3%
VRTX vs GFI
+748.3%
+10,905.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.7% | -3.1% |
| 7D | -3.4% | +5.7% | -9.1% | -3.6% |
| 30D | +6.6% | +15.6% | -9.0% | +6.0% |
| 3M | +19.4% | +31.5% | -12.1% | +18.0% |
| 6M | +15.8% | -3.7% | +19.5% | +15.6% |
| YTD | +16.7% | +11.2% | +5.4% | +15.7% |
| 1Y | +33.8% | +36.4% | -2.6% | +31.5% |
| 3Y | +54.2% | +313.5% | -259.4% | +43.7% |
| 5Y | +176.4% | +528.0% | -351.6% | +151.3% |
| 10Y | +443.5% | +1,021.4% | -577.9% | +374.5% |
| All | +11,653.3% | +748.3% | +10,905.0% | +9,645.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling