+612.7%
VEEV vs GME
+104.9%
+507.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -3.7% |
| 7D | -5.2% | +0.4% | -5.6% | -5.2% |
| 30D | +14.9% | -1.4% | +16.3% | +15.0% |
| 3M | +58.4% | -15.1% | +73.5% | +59.3% |
| 6M | +35.5% | -22.5% | +58.0% | +36.6% |
| YTD | +18.6% | -5.9% | +24.6% | +18.8% |
| 1Y | -6.3% | -18.6% | +12.3% | -5.8% |
| 3Y | +20.2% | +6.7% | +13.5% | +14.7% |
| 5Y | -13.8% | -62.0% | +48.2% | -16.8% |
| 10Y | +542.0% | +239.5% | +302.6% | +329.7% |
| All | +612.7% | +104.9% | +507.8% | +385.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling