+327.3%
GDX vs VALE
+206.4%
+120.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.4% | -3.2% |
| 7D | -4.6% | -1.5% | -3.1% | -4.1% |
| 30D | -6.2% | -15.6% | +9.4% | -1.6% |
| 3M | -10.0% | -19.5% | +9.5% | -4.3% |
| 6M | -15.8% | -31.9% | +16.1% | -6.1% |
| YTD | -4.6% | -11.0% | +6.4% | +0.2% |
| 1Y | +4.0% | -2.1% | +6.1% | +6.8% |
| 3Y | +211.1% | +1.4% | +209.7% | +213.9% |
| 5Y | +152.3% | +36.2% | +116.1% | +139.5% |
| All | +327.3% | +206.4% | +120.9% | +235.0% |
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