+186.3%
VRTX vs GFS
-2.1%
+188.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.9% | -3.4% | -1.7% |
| 7D | -6.4% | +4.5% | -10.9% | -6.8% |
| 30D | -0.5% | -8.2% | +7.7% | +0.2% |
| 3M | +16.9% | -38.9% | +55.8% | +22.2% |
| 6M | +13.1% | -2.9% | +16.0% | +10.3% |
| YTD | +14.9% | +31.8% | -16.8% | +7.4% |
| 1Y | +31.4% | +43.1% | -11.7% | +21.1% |
| 3Y | +51.9% | -20.6% | +72.6% | +46.6% |
| All | +186.3% | -2.1% | +188.4% | +157.5% |
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