+289.4%
VEEV vs GLDM
+216.5%
+72.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.4% | +0.2% |
| 7D | +0.8% | +2.9% | -2.1% | +0.2% |
| 30D | +3.2% | -3.9% | +7.1% | +3.9% |
| 3M | +30.2% | -8.1% | +38.3% | +32.2% |
| 6M | +83.7% | -14.7% | +98.4% | +88.9% |
| YTD | +36.9% | -6.6% | +43.5% | +36.3% |
| 1Y | +3.3% | -2.1% | +5.4% | +1.5% |
| 3Y | +85.1% | +107.7% | -22.6% | +38.9% |
| 5Y | -2.6% | +116.5% | -119.1% | -29.3% |
| All | +289.4% | +216.5% | +72.9% | +174.1% |
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