+40.6%
VRTX vs GLDM
+105.8%
-65.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +29.5% |
| YTD | +19.7% | -5.0% | +24.7% | +21.8% |
| 1Y | +30.1% | +2.8% | +27.3% | +31.8% |
| All | +40.6% | +105.8% | -65.2% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling