Kept being sad about a great day (5)
I believe the answer is:
saved
'kept' is the definition.
(saving is a kind of keeping)
'sad about a great day' is the wordplay.
'about' means one lot of letters goes inside another.
'a great day' becomes 've' (abbreviation for Victory in Europe Day).
'sad' enclosing 've' is 'SAVED'.
'being' is the link.
(Other definitions for saved that I've seen before include "Redeemed or rescued" , "Redeemed or stored" , "Conserved" , "Kept for later" , "Put money by for a rainy day" .)