+470.4%
VRTX vs GME
+475.1%
-4.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -1.6% | +2.9% | -4.5% | -1.6% |
| 30D | +8.0% | -4.8% | +12.8% | +8.1% |
| 3M | +4.3% | +39.2% | -34.9% | +3.9% |
| 6M | +18.9% | +17.1% | +1.8% | +18.6% |
| YTD | +18.8% | +28.7% | -9.9% | +18.4% |
| 1Y | +24.0% | +23.3% | +0.6% | +23.5% |
| 3Y | +42.1% | +112.9% | -70.8% | +38.7% |
| 5Y | +187.6% | -48.8% | +236.4% | +182.5% |
| All | +470.4% | +475.1% | -4.6% | +357.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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