+291.6%
GDX vs VEEV
+552.6%
-261.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.5% | -3.5% |
| 7D | -5.4% | -8.2% | +2.8% | -4.4% |
| 30D | +6.6% | +10.3% | -3.8% | +5.2% |
| 3M | +30.1% | +59.4% | -29.3% | +22.7% |
| 6M | -7.1% | +37.6% | -44.7% | -11.1% |
| YTD | +12.0% | +16.9% | -4.9% | +9.2% |
| 1Y | +41.2% | -5.0% | +46.2% | +41.2% |
| 3Y | +251.0% | +18.5% | +232.5% | +235.6% |
| 5Y | +226.7% | -13.8% | +240.6% | +214.5% |
| All | +291.6% | +552.6% | -261.0% | +234.4% |
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