+486.7%
GS vs VEEV
+700.8%
-214.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | 0.0% |
| 7D | -3.2% | -2.9% | -0.3% | -2.7% |
| 30D | -2.4% | +7.5% | -9.9% | -3.7% |
| 3M | -15.7% | +39.5% | -55.2% | -21.1% |
| 6M | -6.8% | +81.5% | -88.3% | -17.6% |
| YTD | -0.1% | +36.1% | -36.1% | -6.9% |
| 1Y | +12.1% | +4.3% | +7.8% | +10.0% |
| 3Y | +185.8% | +54.8% | +130.9% | +154.0% |
| 5Y | +140.1% | -4.7% | +144.8% | +128.6% |
| All | +486.7% | +700.8% | -214.1% | +247.7% |
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 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