+297.3%
GDX vs VEEV
+695.8%
-398.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.8% | -3.2% | -3.9% |
| 7D | -4.6% | -2.5% | -2.1% | -4.3% |
| 30D | -6.2% | +0.3% | -6.5% | -6.2% |
| 3M | -10.0% | +25.2% | -35.2% | -12.2% |
| 6M | -15.8% | +89.7% | -105.5% | -21.3% |
| YTD | -4.6% | +35.5% | -40.1% | -8.0% |
| 1Y | +4.0% | +1.8% | +2.2% | +3.3% |
| 3Y | +211.1% | +83.2% | +127.9% | +187.0% |
| 5Y | +152.3% | -4.8% | +157.1% | +142.1% |
| 10Y | +331.4% | +663.5% | -332.1% | +265.7% |
| All | +297.3% | +695.8% | -398.6% | +227.4% |
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 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