+5.8%
VEEV vs GME
+15.0%
-9.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.6% | -1.1% | +1.7% |
| 7D | -2.3% | +7.8% | -10.0% | -3.9% |
| 30D | +9.6% | -0.4% | +10.0% | +9.7% |
| 3M | +46.6% | +30.9% | +15.8% | +37.5% |
| 6M | +82.5% | +5.5% | +77.0% | +79.0% |
| YTD | +39.2% | +25.2% | +14.0% | +36.3% |
| 1Y | +5.8% | +14.4% | -8.5% | +3.0% |
| All | +5.8% | +15.0% | -9.1% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 1y: compounded portfolio wealth divided by compounded GME 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…
1y analysis · Full analysis span regression · 6 months rolling