+190.6%
VRTX vs GFS
-3.9%
+194.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | -3.4% | +2.6% | -6.1% | -3.7% |
| 30D | +6.6% | -16.4% | +23.0% | +8.3% |
| 3M | +19.4% | -41.6% | +61.0% | +25.4% |
| 6M | +15.8% | -3.7% | +19.5% | +13.0% |
| YTD | +16.7% | +29.3% | -12.6% | +9.2% |
| 1Y | +33.8% | +37.1% | -3.3% | +23.9% |
| 3Y | +54.2% | -22.1% | +76.3% | +49.1% |
| All | +190.6% | -3.9% | +194.6% | +161.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling