+438.8%
GS vs VEEV
+656.9%
-218.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +5.9% | -0.7% | +6.6% | +6.0% |
| 30D | +4.3% | +1.4% | +2.9% | +4.0% |
| 3M | -11.7% | +19.4% | -31.0% | -14.8% |
| 6M | -3.2% | +93.6% | -96.8% | -15.4% |
| YTD | +5.8% | +35.1% | -29.3% | -1.3% |
| 1Y | +16.0% | +3.4% | +12.7% | +14.1% |
| 3Y | +199.8% | +81.4% | +118.4% | +158.8% |
| 5Y | +155.5% | -5.1% | +160.6% | +143.4% |
| All | +438.8% | +656.9% | -218.0% | +222.8% |
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