+198.1%
VRTX vs GFS
-9.0%
+207.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | 0.0% | +17.2% | -17.2% | -1.5% |
| 30D | +11.8% | -8.7% | +20.6% | +12.5% |
| 3M | +3.2% | -19.7% | +22.9% | +4.9% |
| 6M | +21.0% | -40.7% | +61.7% | +25.6% |
| YTD | +19.7% | +22.5% | -2.8% | +12.1% |
| 1Y | +25.0% | +25.2% | -0.2% | +16.6% |
| 3Y | +45.2% | -17.7% | +62.9% | +39.2% |
| 5Y | +189.7% | -23.5% | +213.3% | +167.5% |
| All | +198.1% | -9.0% | +207.1% | +168.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling