+54.8%
VEEV vs GLDM
+104.2%
-49.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | -2.9% | +4.7% | -7.6% | -3.1% |
| 30D | +7.5% | -0.9% | +8.4% | +7.5% |
| 3M | +39.5% | -4.3% | +43.8% | +39.7% |
| 6M | +81.5% | -13.4% | +94.9% | +81.9% |
| YTD | +36.1% | -5.8% | +41.9% | +35.8% |
| 1Y | +4.3% | +2.1% | +2.2% | +3.4% |
| 3Y | +54.8% | +105.0% | -50.2% | +30.1% |
| All | +54.8% | +104.2% | -49.3% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling