+284.3%
VEEV vs GLDM
+204.4%
+79.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -0.7% | -4.6% | +3.9% | +0.2% |
| 30D | +1.4% | -5.5% | +6.9% | +2.4% |
| 3M | +19.4% | -10.9% | +30.2% | +21.9% |
| 6M | +93.6% | -17.3% | +111.0% | +100.3% |
| YTD | +35.1% | -10.2% | +45.2% | +35.5% |
| 1Y | +3.4% | -6.9% | +10.3% | +2.6% |
| 3Y | +81.4% | +98.7% | -17.3% | +37.4% |
| 5Y | -5.1% | +106.7% | -111.8% | -30.4% |
| All | +284.3% | +204.4% | +79.9% | +172.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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