+93.7%
VRTX vs GGLL
+195.8%
-102.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | +0.5% |
| 7D | -0.4% | +6.3% | -6.8% | -0.9% |
| 30D | +8.0% | -35.1% | +43.1% | +11.0% |
| 3M | +11.0% | -37.7% | +48.7% | +14.4% |
| 6M | +28.2% | -54.1% | +82.3% | +34.7% |
| YTD | +21.5% | -29.4% | +50.9% | +22.2% |
| 1Y | +34.5% | -13.4% | +47.9% | +32.7% |
| 3Y | +49.5% | +158.3% | -108.9% | +28.0% |
| All | +93.7% | +195.8% | -102.1% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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