+27.6%
VRTX vs GLDM
-2.5%
+30.1%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | 0.0% |
| 7D | +3.2% | +2.9% | +0.4% | +2.6% |
| 30D | +7.4% | -3.9% | +11.3% | +8.2% |
| 3M | +4.6% | -8.1% | +12.7% | +6.4% |
| 6M | +27.5% | -14.7% | +42.2% | +31.3% |
| YTD | +20.9% | -6.6% | +27.4% | +26.7% |
| All | +27.6% | -2.5% | +30.1% | +35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling