+326.3%
GDX vs VALE
+204.8%
+121.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -6.8% | -3.2% | -3.6% | -5.9% |
| 30D | -2.1% | -15.1% | +13.0% | +2.5% |
| 3M | -7.5% | -18.7% | +11.2% | -1.9% |
| 6M | -15.2% | -31.5% | +16.3% | -5.6% |
| YTD | -4.8% | -11.4% | +6.6% | +0.1% |
| 1Y | +6.7% | -1.9% | +8.6% | +9.6% |
| 3Y | +212.7% | +1.7% | +211.1% | +215.5% |
| 5Y | +151.7% | +35.4% | +116.2% | +139.3% |
| All | +326.3% | +204.8% | +121.4% | +234.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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