+258.1%
GDX vs VEEV
+18.2%
+239.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.2% |
| 7D | +1.9% | -7.1% | +9.0% | +2.5% |
| 30D | +9.9% | +11.1% | -1.2% | +9.0% |
| 3M | +28.2% | +55.5% | -27.3% | +23.8% |
| 6M | -2.9% | +33.4% | -36.3% | -4.8% |
| YTD | +16.0% | +16.8% | -0.9% | +15.2% |
| 1Y | +49.9% | -7.7% | +57.6% | +52.8% |
| All | +258.1% | +18.2% | +239.9% | +248.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling