+720.8%
GS vs VEEV
+623.9%
+96.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.1% |
| 3M | -4.5% | +54.0% | -58.5% | -12.1% |
| 6M | +20.9% | +46.0% | -25.1% | +11.8% |
| YTD | +19.9% | +23.2% | -3.3% | +14.2% |
| 1Y | +41.4% | +1.9% | +39.5% | +39.1% |
| 3Y | +239.2% | +27.0% | +212.1% | +215.2% |
| 5Y | +185.0% | -13.4% | +198.4% | +176.0% |
| 10Y | +655.0% | +575.2% | +79.7% | +390.0% |
| All | +720.8% | +623.9% | +96.9% | +395.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling