+261.1%
VRTX vs GLDM
+212.7%
+48.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | 0.0% |
| 7D | -0.4% | -2.0% | +1.6% | -0.1% |
| 30D | +7.9% | -4.4% | +12.3% | +8.6% |
| 3M | +3.3% | -8.8% | +12.1% | +4.8% |
| 6M | +25.7% | -15.9% | +41.6% | +29.0% |
| YTD | +20.7% | -7.7% | +28.3% | +22.2% |
| 1Y | +27.4% | -3.6% | +31.0% | +28.3% |
| 3Y | +46.4% | +105.2% | -58.8% | +27.9% |
| 5Y | +194.3% | +112.8% | +81.5% | +154.2% |
| All | +261.1% | +212.7% | +48.3% | +214.3% |
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