+543.1%
VEEV vs GPN
+28.5%
+514.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | -4.6% | -4.3% | -0.3% | -2.8% |
| 30D | +8.6% | 0.0% | +8.6% | +8.6% |
| 3M | +62.4% | +35.8% | +26.6% | +42.5% |
| 6M | +40.3% | +22.0% | +18.2% | +28.0% |
| YTD | +17.5% | +15.2% | +2.3% | +9.1% |
| 1Y | -6.1% | +3.5% | -9.6% | -9.5% |
| 3Y | +16.7% | -26.9% | +43.6% | +25.8% |
| 5Y | -13.3% | -44.2% | +30.9% | +2.7% |
| All | +543.1% | +28.5% | +514.6% | +321.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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