+426.7%
VRTX vs GPN
+28.2%
+398.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -5.6% | -4.6% | -1.0% | -4.4% |
| 30D | -2.0% | -0.3% | -1.7% | -2.0% |
| 3M | +15.8% | +35.4% | -19.6% | +5.6% |
| 6M | +4.7% | +21.7% | -17.0% | -2.1% |
| YTD | +13.7% | +14.9% | -1.2% | +7.1% |
| 1Y | +29.7% | +3.2% | +26.5% | +25.9% |
| 3Y | +48.4% | -27.1% | +75.6% | +55.6% |
| 5Y | +173.3% | -44.4% | +217.7% | +206.5% |
| All | +426.7% | +28.2% | +398.5% | +288.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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