+79.0%
VEEV vs GGLL
+195.8%
-116.8%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.6% |
| 7D | -0.2% | +6.3% | -6.5% | -0.9% |
| 30D | +3.5% | -35.1% | +38.6% | +8.0% |
| 3M | +32.9% | -37.7% | +70.6% | +39.1% |
| 6M | +84.2% | -54.1% | +138.3% | +98.1% |
| YTD | +37.3% | -29.4% | +66.7% | +39.0% |
| 1Y | +3.9% | -13.4% | +17.3% | +1.7% |
| 3Y | +83.9% | +158.3% | -74.4% | +37.1% |
| All | +79.0% | +195.8% | -116.8% | +23.1% |
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