+229.3%
GLD vs VEEV
+623.9%
-394.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.4% | -0.8% |
| 7D | -0.5% | -0.6% | +0.1% | -0.5% |
| 30D | +4.4% | +28.8% | -24.4% | +3.9% |
| 3M | -1.1% | +54.0% | -55.1% | -1.8% |
| 6M | -13.8% | +46.0% | -59.7% | -14.4% |
| YTD | +2.6% | +23.2% | -20.6% | +2.2% |
| 1Y | +24.5% | +1.9% | +22.6% | +24.4% |
| 3Y | +125.8% | +27.0% | +98.8% | +124.1% |
| 5Y | +137.8% | -13.4% | +151.2% | +136.3% |
| 10Y | +221.4% | +575.2% | -353.9% | +226.6% |
| All | +229.3% | +623.9% | -394.7% | +237.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling