+172.8%
VRTX vs GH
+473.1%
-300.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.0% |
| 7D | -7.8% | -1.2% | -6.5% | -7.7% |
| 30D | -2.8% | -3.7% | +0.8% | -2.5% |
| 3M | +18.1% | +21.7% | -3.6% | +15.3% |
| 6M | +3.1% | +75.7% | -72.7% | -3.7% |
| YTD | +13.5% | +55.7% | -42.2% | +7.2% |
| 1Y | +32.4% | +181.1% | -148.7% | +16.5% |
| 3Y | +50.0% | +371.6% | -321.6% | +19.0% |
| 5Y | +172.9% | +23.2% | +149.7% | +144.8% |
| All | +172.8% | +473.1% | -300.3% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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