+24.8%
GDX vs VEEV
+6.7%
+18.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.4% | +6.6% | +8.9% |
| 7D | +0.8% | -2.3% | +3.0% | +0.8% |
| 30D | -3.2% | +9.6% | -12.8% | -3.5% |
| 3M | +8.6% | +46.6% | -38.1% | +8.1% |
| 6M | -1.2% | +82.5% | -83.7% | -1.3% |
| YTD | -1.4% | +39.2% | -40.5% | +1.9% |
| 1Y | +24.8% | +5.8% | +18.9% | +31.0% |
| All | +24.8% | +6.7% | +18.0% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling