-13.8%
VEEV vs GME
-58.9%
+45.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.1% |
| 7D | -8.2% | +6.0% | -14.3% | -8.7% |
| 30D | +10.3% | +8.3% | +2.0% | +9.6% |
| 3M | +59.4% | -9.1% | +68.4% | +60.4% |
| 6M | +37.6% | -16.3% | +53.9% | +39.3% |
| YTD | +16.9% | +1.5% | +15.4% | +16.6% |
| 1Y | -5.0% | -16.3% | +11.4% | -3.9% |
| 3Y | +18.5% | +15.1% | +3.3% | +0.6% |
| 5Y | -13.8% | -57.2% | +43.3% | -25.7% |
| All | -13.8% | -58.9% | +45.1% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling