-5.2%
VEEV vs GLDM
+121.8%
-127.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | -2.9% | +4.7% | -7.6% | -3.4% |
| 30D | +7.5% | -0.9% | +8.4% | +7.6% |
| 3M | +39.5% | -4.3% | +43.8% | +40.1% |
| 6M | +81.5% | -13.4% | +94.9% | +84.1% |
| YTD | +36.1% | -5.8% | +41.9% | +35.2% |
| 1Y | +4.3% | +2.1% | +2.2% | +1.9% |
| 3Y | +54.8% | +105.0% | -50.2% | +20.5% |
| All | -5.2% | +121.8% | -127.0% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling