+185.7%
GS vs VEEV
-13.1%
+198.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.3% | +0.6% |
| 7D | +0.9% | -0.6% | +1.5% | +1.0% |
| 30D | -1.6% | +28.8% | -30.4% | -5.8% |
| 3M | -4.5% | +54.0% | -58.5% | -11.7% |
| 6M | +20.9% | +46.0% | -25.1% | +12.4% |
| YTD | +19.9% | +23.2% | -3.3% | +15.0% |
| 1Y | +41.4% | +1.9% | +39.5% | +40.5% |
| 3Y | +239.2% | +27.0% | +212.1% | +216.3% |
| All | +185.7% | -13.1% | +198.8% | +169.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling