+152.3%
GDX vs VEEV
-4.4%
+156.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.8% |
| 7D | -4.6% | -2.5% | -2.1% | -4.2% |
| 30D | -6.2% | +0.3% | -6.5% | -6.2% |
| 3M | -10.0% | +25.2% | -35.2% | -13.1% |
| 6M | -15.8% | +89.7% | -105.5% | -23.8% |
| YTD | -4.6% | +35.5% | -40.1% | -9.2% |
| 1Y | +4.0% | +1.8% | +2.2% | +4.0% |
| 3Y | +211.1% | +83.2% | +127.9% | +170.3% |
| 5Y | +152.3% | -4.8% | +157.1% | +135.0% |
| All | +152.3% | -4.4% | +156.7% | +135.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling