+124.5%
GLD vs VEEV
+18.9%
+105.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | -1.7% |
| 7D | +0.7% | -5.2% | +5.9% | +0.8% |
| 30D | +0.3% | +14.9% | -14.6% | +0.3% |
| 3M | +0.6% | +58.4% | -57.7% | +0.4% |
| 6M | -15.6% | +35.5% | -51.1% | -15.7% |
| YTD | +0.9% | +18.6% | -17.8% | +1.0% |
| 1Y | +19.4% | -6.3% | +25.7% | +20.2% |
| 3Y | +124.5% | +20.2% | +104.2% | +123.4% |
| All | +124.5% | +18.9% | +105.6% | +123.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling