+44.4%
VRTX vs GIS
-39.1%
+83.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +1.0% | 0.0% |
| 7D | -0.4% | -4.6% | +4.2% | +0.4% |
| 30D | +7.9% | +6.6% | +1.3% | +6.8% |
| 3M | +3.3% | -8.1% | +11.4% | +4.3% |
| 6M | +25.7% | +4.9% | +20.8% | +24.4% |
| YTD | +20.7% | -21.4% | +42.0% | +24.6% |
| 1Y | +27.4% | -21.6% | +49.1% | +31.6% |
| All | +44.4% | -39.1% | +83.5% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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