+377.7%
GDX vs VEEV
+596.9%
-219.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.9% | -0.5% |
| 7D | +4.0% | -5.2% | +9.1% | +4.5% |
| 30D | +9.5% | +14.9% | -5.4% | +7.8% |
| 3M | +25.1% | +58.4% | -33.3% | +19.2% |
| 6M | -2.9% | +35.5% | -38.4% | -6.3% |
| YTD | +14.7% | +18.6% | -3.9% | +12.2% |
| 1Y | +47.4% | -6.3% | +53.8% | +47.5% |
| 3Y | +259.7% | +20.2% | +239.5% | +246.3% |
| 5Y | +227.7% | -13.8% | +241.5% | +217.9% |
| 10Y | +289.0% | +542.0% | -253.1% | +235.1% |
| All | +377.7% | +596.9% | -219.3% | +299.1% |
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