+60.7%
VEEV vs GGLL
+328.7%
-268.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -0.9% | -3.0% |
| 7D | -0.6% | -4.8% | +4.2% | 0.0% |
| 30D | +28.8% | -13.7% | +42.5% | +30.9% |
| 3M | +54.0% | -21.9% | +75.9% | +57.3% |
| 6M | +46.0% | +11.7% | +34.3% | +41.3% |
| YTD | +23.2% | +2.3% | +21.0% | +20.5% |
| 1Y | +1.9% | +76.2% | -74.3% | -8.9% |
| 3Y | +27.0% | +245.0% | -218.0% | -6.9% |
| All | +60.7% | +328.7% | -268.0% | +6.8% |
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