+602.3%
VEEV vs GFI
+1,253.5%
-651.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +2.9% | +0.2% |
| 7D | -8.2% | -5.1% | -3.1% | -8.0% |
| 30D | +10.3% | +13.4% | -3.1% | +9.6% |
| 3M | +59.4% | +36.2% | +23.1% | +56.8% |
| 6M | +37.6% | -9.8% | +47.4% | +37.7% |
| YTD | +16.9% | +7.7% | +9.2% | +15.6% |
| 1Y | -5.0% | +27.2% | -32.2% | -7.1% |
| 3Y | +18.5% | +300.3% | -281.8% | +7.8% |
| 5Y | -13.8% | +539.8% | -553.6% | -23.8% |
| 10Y | +547.0% | +1,058.5% | -511.5% | +468.0% |
| All | +602.3% | +1,253.5% | -651.2% | +526.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling