+170.6%
GD vs VEEV
+676.3%
-505.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +0.6% | -1.9% | +2.5% | +0.9% |
| 30D | +9.5% | +3.0% | +6.5% | +9.0% |
| 3M | -5.8% | +28.8% | -34.7% | -9.0% |
| 6M | +7.7% | +91.3% | -83.6% | -1.2% |
| YTD | +11.1% | +36.5% | -25.5% | +5.9% |
| 1Y | +6.1% | +1.9% | +4.2% | +4.8% |
| 3Y | +59.8% | +84.6% | -24.8% | +44.9% |
| 5Y | +104.6% | -2.6% | +107.2% | +97.8% |
| 10Y | +170.6% | +669.4% | -498.9% | +82.9% |
| All | +170.6% | +676.3% | -505.7% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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