+188.5%
GD vs VEEV
+700.8%
-512.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.4% | -0.4% |
| 7D | -5.0% | -2.9% | -2.0% | -4.6% |
| 30D | +8.9% | +7.5% | +1.4% | +7.9% |
| 3M | -8.0% | +39.5% | -47.5% | -12.0% |
| 6M | +2.9% | +81.5% | -78.6% | -5.0% |
| YTD | +7.1% | +36.1% | -29.0% | +2.1% |
| 1Y | +5.9% | +4.3% | +1.6% | +4.3% |
| 3Y | +53.9% | +54.8% | -1.0% | +42.4% |
| 5Y | +95.4% | -4.7% | +100.1% | +89.5% |
| All | +188.5% | +700.8% | -512.2% | +92.1% |
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