+206.1%
GLD vs VEEV
+656.9%
-450.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -4.6% | -0.7% | -3.9% | -4.6% |
| 30D | -5.5% | +1.4% | -6.9% | -5.5% |
| 3M | -10.9% | +19.4% | -30.3% | -11.4% |
| 6M | -17.4% | +93.6% | -111.1% | -19.1% |
| YTD | -10.3% | +35.1% | -45.4% | -11.3% |
| 1Y | -7.2% | +3.4% | -10.5% | -7.3% |
| 3Y | +96.9% | +81.4% | +15.5% | +91.7% |
| 5Y | +103.8% | -5.1% | +108.8% | +101.8% |
| All | +206.1% | +656.9% | -450.7% | +209.6% |
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