+642.6%
GS vs VEEV
+547.1%
+95.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | +0.5% |
| 7D | +3.4% | -5.2% | +8.5% | +4.4% |
| 30D | +0.2% | +14.9% | -14.7% | -2.7% |
| 3M | -0.3% | +58.4% | -58.7% | -9.5% |
| 6M | +27.4% | +35.5% | -8.1% | +18.8% |
| YTD | +19.6% | +18.6% | +1.0% | +14.4% |
| 1Y | +42.5% | -6.3% | +48.8% | +42.5% |
| 3Y | +240.4% | +20.2% | +220.2% | +217.6% |
| 5Y | +188.9% | -13.8% | +202.7% | +179.9% |
| 10Y | +642.6% | +542.0% | +100.5% | +321.0% |
| All | +642.6% | +547.1% | +95.5% | +321.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling