+211.8%
GLD vs VEEV
+676.3%
-464.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.9% | -1.1% |
| 7D | -2.0% | -1.9% | -0.1% | -1.9% |
| 30D | -4.4% | +3.0% | -7.5% | -4.5% |
| 3M | -8.9% | +28.8% | -37.7% | -9.7% |
| 6M | -16.0% | +91.3% | -107.3% | -17.7% |
| YTD | -7.9% | +36.5% | -44.4% | -8.9% |
| 1Y | -3.9% | +1.9% | -5.8% | -4.0% |
| 3Y | +103.4% | +84.6% | +18.8% | +97.9% |
| 5Y | +109.7% | -2.6% | +112.3% | +107.5% |
| 10Y | +211.8% | +669.4% | -457.6% | +215.8% |
| All | +211.8% | +676.3% | -464.4% | +215.8% |
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