+543.1%
VEEV vs GNRC
+448.8%
+94.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.2% |
| 7D | -4.6% | -0.2% | -4.4% | -4.6% |
| 30D | +8.6% | -15.7% | +24.4% | +13.0% |
| 3M | +62.4% | -27.3% | +89.8% | +73.0% |
| 6M | +40.3% | -12.1% | +52.3% | +39.1% |
| YTD | +17.5% | +37.1% | -19.6% | +0.4% |
| 1Y | -6.1% | -0.5% | -5.6% | -12.5% |
| 3Y | +16.7% | +61.5% | -44.8% | -11.0% |
| 5Y | -13.3% | -58.6% | +45.2% | -3.8% |
| All | +543.1% | +448.8% | +94.3% | +194.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling