+37.6%
VRTX vs GFS
+37.2%
+0.4%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.6% | -2.1% |
| 7D | +0.8% | +1.0% | -0.2% | +0.8% |
| 30D | +12.6% | -8.6% | +21.2% | +12.6% |
| 3M | +23.6% | -46.5% | +70.2% | +26.3% |
| 6M | +14.3% | -4.8% | +19.1% | +7.8% |
| YTD | +20.5% | +29.7% | -9.2% | +8.5% |
| 1Y | +37.6% | +35.8% | +1.7% | +22.8% |
| All | +37.6% | +37.2% | +0.4% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling