+167.4%
VEEV vs GH
+467.1%
-299.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.8% |
| 7D | -4.6% | -2.5% | -2.1% | -4.1% |
| 30D | +8.6% | -4.7% | +13.3% | +9.5% |
| 3M | +62.4% | +20.2% | +42.2% | +54.3% |
| 6M | +40.3% | +78.8% | -38.5% | +20.4% |
| YTD | +17.5% | +54.1% | -36.5% | +4.2% |
| 1Y | -6.1% | +177.1% | -183.2% | -28.8% |
| 3Y | +16.7% | +371.6% | -354.9% | -29.4% |
| 5Y | -13.3% | +21.9% | -35.3% | -32.6% |
| All | +167.4% | +467.1% | -299.8% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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