+258.1%
VRTX vs GLDM
+221.7%
+36.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.3% |
| 7D | +0.5% | +1.9% | -1.4% | +0.1% |
| 30D | +8.0% | -1.7% | +9.7% | +8.2% |
| 3M | +11.9% | -3.5% | +15.4% | +12.5% |
| 6M | +27.8% | -10.1% | +37.9% | +29.8% |
| YTD | +19.7% | -5.0% | +24.7% | +20.7% |
| 1Y | +30.1% | +2.8% | +27.3% | +29.7% |
| 3Y | +44.2% | +105.1% | -60.9% | +26.1% |
| 5Y | +181.3% | +124.3% | +57.0% | +140.5% |
| All | +258.1% | +221.7% | +36.4% | +210.3% |
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