+435.0%
GD vs VEEV
+699.3%
-264.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.4% | -0.4% |
| 7D | -5.0% | -2.9% | -2.0% | -4.7% |
| 30D | +8.9% | +7.5% | +1.4% | +8.0% |
| 3M | -8.0% | +39.5% | -47.5% | -11.8% |
| 6M | +2.9% | +81.5% | -78.6% | -4.5% |
| YTD | +7.1% | +36.1% | -29.0% | +2.4% |
| 1Y | +5.9% | +4.3% | +1.6% | +4.4% |
| 3Y | +53.9% | +54.8% | -1.0% | +43.2% |
| 5Y | +95.4% | -4.7% | +100.1% | +89.1% |
| 10Y | +193.5% | +709.1% | -515.6% | +109.7% |
| All | +435.0% | +699.3% | -264.3% | +272.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling