+296.3%
GDX vs VEEV
+693.5%
-397.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.2% |
| 7D | -6.8% | -0.7% | -6.1% | -6.7% |
| 30D | -2.1% | +1.4% | -3.5% | -2.2% |
| 3M | -7.5% | +19.4% | -26.9% | -9.3% |
| 6M | -15.2% | +93.6% | -108.8% | -20.9% |
| YTD | -4.8% | +35.1% | -39.9% | -8.2% |
| 1Y | +6.7% | +3.4% | +3.4% | +5.8% |
| 3Y | +212.7% | +81.4% | +131.4% | +188.8% |
| 5Y | +151.7% | -5.1% | +156.7% | +141.6% |
| 10Y | +330.3% | +661.2% | -330.9% | +264.9% |
| All | +296.3% | +693.5% | -397.2% | +226.7% |
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