+191.5%
GD vs VEEV
+578.7%
-387.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.5% | -1.4% |
| 7D | -5.3% | -0.6% | -4.7% | -5.2% |
| 30D | -6.4% | +28.8% | -35.3% | -9.5% |
| 3M | +5.7% | +54.0% | -48.3% | -0.2% |
| 6M | -0.9% | +46.0% | -46.9% | -6.2% |
| YTD | +8.2% | +23.2% | -15.1% | +4.5% |
| 1Y | +13.4% | +1.9% | +11.6% | +12.1% |
| 3Y | +68.5% | +27.0% | +41.5% | +59.9% |
| 5Y | +97.2% | -13.4% | +110.5% | +93.5% |
| All | +191.5% | +578.7% | -387.2% | +89.1% |
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