+78.0%
VEEV vs GGLL
+206.6%
-128.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.5% | -0.7% |
| 7D | -1.9% | +2.9% | -4.8% | -2.2% |
| 30D | +3.0% | -33.1% | +36.1% | +7.2% |
| 3M | +28.8% | -31.2% | +60.0% | +33.4% |
| 6M | +91.3% | -49.4% | +140.6% | +103.3% |
| YTD | +36.5% | -26.8% | +63.4% | +37.7% |
| 1Y | +1.9% | -17.7% | +19.6% | +0.7% |
| 3Y | +84.6% | +160.4% | -75.8% | +38.2% |
| All | +78.0% | +206.6% | -128.6% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling