+46.6%
VRTX vs GGLL
+157.4%
-110.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | +3.2% | +5.1% | -1.9% | +2.9% |
| 30D | +7.4% | -35.5% | +42.9% | +9.8% |
| 3M | +4.6% | -39.2% | +43.7% | +7.1% |
| 6M | +27.5% | -54.4% | +81.8% | +32.6% |
| YTD | +20.9% | -29.8% | +50.7% | +21.2% |
| 1Y | +30.1% | -20.4% | +50.5% | +29.3% |
| 3Y | +46.6% | +149.7% | -103.1% | +39.0% |
| All | +46.6% | +157.4% | -110.8% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling