+188.3%
VRTX vs GLDM
+125.6%
+62.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.4% |
| 7D | -0.4% | +5.0% | -5.4% | -1.1% |
| 30D | +8.0% | -1.3% | +9.3% | +8.1% |
| 3M | +11.0% | -4.7% | +15.7% | +11.7% |
| 6M | +28.2% | -12.4% | +40.5% | +30.1% |
| YTD | +21.5% | -4.1% | +25.6% | +22.9% |
| 1Y | +34.5% | +3.3% | +31.2% | +35.3% |
| 3Y | +49.5% | +110.9% | -61.5% | +36.5% |
| 5Y | +188.3% | +124.8% | +63.5% | +162.8% |
| All | +188.3% | +125.6% | +62.6% | +162.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling