+316.7%
GDXJ vs VEEV
+586.8%
-270.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.1% | -4.1% | -4.0% |
| 7D | -6.2% | -8.2% | +2.0% | -5.1% |
| 30D | +4.6% | +10.3% | -5.7% | +3.1% |
| 3M | +31.3% | +59.4% | -28.1% | +22.6% |
| 6M | -10.7% | +37.6% | -48.3% | -15.2% |
| YTD | +9.1% | +16.9% | -7.8% | +5.9% |
| 1Y | +44.1% | -5.0% | +49.1% | +43.8% |
| 3Y | +285.4% | +18.5% | +266.9% | +266.5% |
| 5Y | +228.4% | -13.8% | +242.2% | +217.0% |
| 10Y | +226.5% | +547.0% | -320.4% | +166.8% |
| All | +316.7% | +586.8% | -270.1% | +230.2% |
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 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