+612.7%
VEEV vs GPC
+146.4%
+466.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.9% | -0.8% | -2.8% |
| 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% | +42.3% |
| 6M | +35.5% | +18.2% | +17.2% | +27.7% |
| YTD | +18.6% | +12.1% | +6.5% | +12.5% |
| 1Y | -6.3% | -0.7% | -5.7% | -7.6% |
| 3Y | +20.2% | -1.7% | +21.9% | +15.7% |
| 5Y | -13.8% | +29.3% | -43.1% | -24.8% |
| 10Y | +542.0% | +80.7% | +461.4% | +367.1% |
| All | +612.7% | +146.4% | +466.3% | +331.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling