+200.7%
VRTX vs GTLB
-49.8%
+250.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.2% |
| 7D | -0.4% | -9.6% | +9.3% | +0.1% |
| 30D | +7.9% | -15.5% | +23.4% | +8.7% |
| 3M | +3.3% | +12.4% | -9.1% | +2.6% |
| 6M | +25.7% | +84.6% | -58.9% | +21.8% |
| YTD | +20.7% | +26.1% | -5.4% | +18.9% |
| 1Y | +27.4% | +1.7% | +25.7% | +26.8% |
| 3Y | +46.4% | +6.1% | +40.3% | +43.8% |
| 5Y | +194.3% | -61.1% | +255.4% | +182.8% |
| All | +200.7% | -49.8% | +250.5% | +187.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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