+92.3%
VRTX vs GGLL
+188.6%
-96.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.7% |
| 7D | -2.1% | +3.1% | -5.2% | -2.3% |
| 30D | +8.2% | -36.3% | +44.5% | +11.4% |
| 3M | +13.0% | -40.4% | +53.4% | +16.8% |
| 6M | +27.9% | -54.6% | +82.5% | +34.5% |
| YTD | +20.7% | -31.1% | +51.8% | +21.6% |
| 1Y | +31.4% | -19.2% | +50.6% | +30.4% |
| 3Y | +41.8% | +151.5% | -109.7% | +21.7% |
| All | +92.3% | +188.6% | -96.3% | +66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling