+16.0%
VEEV vs GME
+11.4%
+4.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.3% | -6.8% | -1.7% |
| 7D | -7.1% | +4.8% | -11.9% | -7.3% |
| 30D | +11.1% | +5.9% | +5.3% | +10.9% |
| 3M | +55.5% | -10.7% | +66.3% | +56.1% |
| 6M | +33.4% | -19.8% | +53.2% | +34.3% |
| YTD | +16.8% | -0.9% | +17.8% | +16.9% |
| 1Y | -7.7% | -15.7% | +7.9% | -7.3% |
| All | +16.0% | +11.4% | +4.5% | +9.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling