+138.9%
GLD vs VEEV
-14.3%
+153.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.7% | +2.0% | -1.6% |
| 7D | +0.7% | -5.2% | +5.9% | +0.9% |
| 30D | +0.3% | +14.9% | -14.6% | 0.0% |
| 3M | +0.6% | +58.4% | -57.7% | -0.5% |
| 6M | -15.6% | +35.5% | -51.1% | -16.2% |
| YTD | +0.9% | +18.6% | -17.8% | +0.5% |
| 1Y | +19.4% | -6.3% | +25.7% | +19.8% |
| 3Y | +124.5% | +20.2% | +104.2% | +121.9% |
| 5Y | +138.9% | -13.8% | +152.7% | +135.3% |
| All | +138.9% | -14.3% | +153.2% | +135.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling