+722.3%
VEEV vs GPC
+129.2%
+593.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | 0.0% |
| 7D | +0.8% | +0.4% | +0.4% | +0.7% |
| 30D | +3.2% | -1.8% | +5.0% | +3.6% |
| 3M | +30.2% | -6.6% | +36.8% | +32.5% |
| 6M | +83.7% | +21.3% | +62.4% | +71.6% |
| YTD | +36.9% | +4.3% | +32.6% | +32.5% |
| 1Y | +3.3% | +3.3% | +0.1% | +0.1% |
| 3Y | +85.1% | +0.8% | +84.3% | +76.2% |
| 5Y | -2.6% | +7.4% | -10.0% | -10.0% |
| 10Y | +676.7% | +79.2% | +597.4% | +456.4% |
| All | +722.3% | +129.2% | +593.1% | +407.3% |
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