+77.4%
VEEV vs GGLL
+188.6%
-111.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.4% | -2.2% |
| 7D | -2.9% | +3.1% | -6.0% | -3.3% |
| 30D | +7.5% | -36.3% | +43.8% | +12.5% |
| 3M | +39.5% | -40.4% | +79.8% | +46.6% |
| 6M | +81.5% | -54.6% | +136.1% | +95.4% |
| YTD | +36.1% | -31.1% | +67.2% | +38.1% |
| 1Y | +4.3% | -19.2% | +23.5% | +3.0% |
| 3Y | +54.8% | +151.5% | -96.7% | +16.0% |
| All | +77.4% | +188.6% | -111.2% | +22.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling