+199.0%
GLD vs VEEV
+704.1%
-505.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.7% |
| 7D | +2.8% | +0.8% | +2.0% | +2.8% |
| 30D | -4.0% | +3.2% | -7.1% | -4.0% |
| 3M | -8.2% | +30.2% | -38.4% | -8.7% |
| 6M | -14.8% | +83.7% | -98.5% | -15.8% |
| YTD | -6.8% | +36.9% | -43.7% | -7.4% |
| 1Y | -2.4% | +3.3% | -5.7% | -2.5% |
| 3Y | +105.8% | +85.1% | +20.7% | +102.8% |
| 5Y | +113.3% | -2.6% | +115.9% | +111.5% |
| 10Y | +208.4% | +676.7% | -468.2% | +213.0% |
| All | +199.0% | +704.1% | -505.1% | +205.9% |
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