+539.7%
VEEV vs GRMN
+646.1%
-106.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -8.2% | -1.8% | -6.4% | -7.5% |
| 30D | +10.3% | -12.1% | +22.4% | +16.5% |
| 3M | +59.4% | +18.0% | +41.4% | +47.5% |
| 6M | +37.6% | +13.7% | +23.9% | +28.4% |
| YTD | +16.9% | +35.3% | -18.4% | +0.6% |
| 1Y | -5.0% | +17.2% | -22.2% | -13.4% |
| 3Y | +18.5% | +179.6% | -161.2% | -36.1% |
| 5Y | -13.8% | +75.6% | -89.4% | -41.4% |
| All | +539.7% | +646.1% | -106.4% | +112.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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