+20.2%
VEEV vs GPC
-2.2%
+22.4%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.9% | -0.8% | -3.1% |
| 7D | -5.2% | +0.2% | -5.3% | -5.2% |
| 30D | +14.9% | -0.4% | +15.3% | +14.9% |
| 3M | +58.4% | +39.2% | +19.2% | +48.9% |
| 6M | +35.5% | +18.2% | +17.2% | +31.1% |
| YTD | +18.6% | +12.1% | +6.5% | +14.6% |
| 1Y | -6.3% | -0.7% | -5.7% | -6.9% |
| 3Y | +20.2% | -1.7% | +21.9% | +15.5% |
| All | +20.2% | -2.2% | +22.4% | +15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling