+539.7%
VEEV vs GPC
+87.0%
+452.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -8.2% | -1.8% | -6.5% | -7.8% |
| 30D | +10.3% | +0.1% | +10.2% | +10.2% |
| 3M | +59.4% | +37.4% | +22.0% | +45.4% |
| 6M | +37.6% | +25.4% | +12.1% | +28.3% |
| YTD | +16.9% | +12.2% | +4.7% | +11.5% |
| 1Y | -5.0% | -0.3% | -4.6% | -6.2% |
| 3Y | +18.5% | -1.6% | +20.1% | +14.6% |
| 5Y | -13.8% | +31.0% | -44.8% | -23.5% |
| All | +539.7% | +87.0% | +452.6% | +394.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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