+213.1%
GLD vs VEEV
+552.6%
-339.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -3.4% | -8.2% | +4.8% | -3.1% |
| 30D | -1.1% | +10.3% | -11.5% | -1.5% |
| 3M | +5.8% | +59.4% | -53.6% | +4.3% |
| 6M | -17.1% | +37.6% | -54.6% | -18.0% |
| YTD | 0.0% | +16.9% | -16.9% | -0.6% |
| 1Y | +18.2% | -5.0% | +23.2% | +18.3% |
| 3Y | +122.6% | +18.5% | +104.1% | +119.9% |
| 5Y | +137.1% | -13.8% | +150.9% | +135.4% |
| All | +213.1% | +552.6% | -339.5% | +215.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VEEV.
Daily Out/Under-Performance
Portfolio return minus VEEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEEV 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 VEEV 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