+176.4%
VRTX vs GH
+22.3%
+154.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | -3.4% | -2.1% | -1.3% | -3.3% |
| 30D | +6.6% | -4.5% | +11.1% | +6.9% |
| 3M | +19.4% | +28.9% | -9.5% | +17.3% |
| 6M | +15.8% | +76.5% | -60.7% | +11.3% |
| YTD | +16.7% | +57.6% | -40.9% | +12.7% |
| 1Y | +33.8% | +167.5% | -133.7% | +24.7% |
| 3Y | +54.2% | +377.4% | -323.2% | +35.0% |
| 5Y | +176.4% | +23.8% | +152.5% | +139.7% |
| All | +176.4% | +22.3% | +154.1% | +139.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling