-13.8%
VEEV vs GH
+21.3%
-35.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.5% |
| 7D | -8.2% | -1.2% | -7.0% | -8.0% |
| 30D | +10.3% | -3.7% | +14.0% | +10.9% |
| 3M | +59.4% | +21.7% | +37.7% | +51.8% |
| 6M | +37.6% | +75.7% | -38.2% | +20.2% |
| YTD | +16.9% | +55.7% | -38.8% | +4.6% |
| 1Y | -5.0% | +181.1% | -186.1% | -26.4% |
| 3Y | +18.5% | +371.6% | -353.2% | -25.1% |
| 5Y | -13.8% | +23.2% | -37.0% | -32.3% |
| All | -13.8% | +21.3% | -35.1% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling