+255.5%
VRTX vs GLDM
+204.4%
+51.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -1.6% | -4.6% | +3.1% | -0.8% |
| 30D | +8.0% | -5.5% | +13.5% | +9.0% |
| 3M | +4.3% | -10.9% | +15.2% | +6.2% |
| 6M | +18.9% | -17.3% | +36.2% | +22.3% |
| YTD | +18.8% | -10.2% | +29.0% | +20.9% |
| 1Y | +24.0% | -6.9% | +30.9% | +25.4% |
| 3Y | +42.1% | +98.7% | -56.5% | +24.9% |
| 5Y | +187.6% | +106.7% | +80.8% | +149.5% |
| All | +255.5% | +204.4% | +51.1% | +210.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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