+20.9%
GS vs VEEV
+47.5%
-26.6%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.3% | -0.2% |
| 7D | +0.9% | -0.6% | +1.5% | +0.9% |
| 30D | -1.6% | +28.8% | -30.4% | +1.0% |
| 3M | -4.5% | +54.0% | -58.5% | +0.1% |
| 6M | +20.9% | +46.0% | -25.1% | +29.5% |
| All | +20.9% | +47.5% | -26.6% | +29.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling