-12.2%
VEEV vs GFI
+524.1%
-536.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.6% |
| 7D | -4.6% | -4.9% | +0.2% | -4.2% |
| 30D | +8.6% | +10.7% | -2.1% | +7.7% |
| 3M | +62.4% | +25.6% | +36.8% | +59.1% |
| 6M | +40.3% | -8.3% | +48.5% | +40.3% |
| YTD | +17.5% | +6.3% | +11.2% | +15.2% |
| 1Y | -6.1% | +22.1% | -28.2% | -9.8% |
| 3Y | +16.7% | +289.2% | -272.5% | -5.5% |
| All | -12.2% | +524.1% | -536.3% | -36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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