+261.6%
VRTX vs GLDM
+216.5%
+45.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | -0.1% |
| 7D | +3.2% | +2.9% | +0.4% | +2.8% |
| 30D | +7.4% | -3.9% | +11.3% | +8.0% |
| 3M | +4.6% | -8.1% | +12.7% | +5.9% |
| 6M | +27.5% | -14.7% | +42.2% | +30.5% |
| YTD | +20.9% | -6.6% | +27.4% | +22.2% |
| 1Y | +30.1% | -2.1% | +32.1% | +30.6% |
| 3Y | +46.6% | +107.7% | -61.1% | +27.9% |
| 5Y | +191.6% | +116.5% | +75.1% | +151.0% |
| All | +261.6% | +216.5% | +45.2% | +214.2% |
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