+291.6%
GDX vs VALE
+528.4%
-236.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.0% | -2.4% | -3.2% |
| 7D | -5.4% | -0.2% | -5.2% | -5.3% |
| 30D | +6.6% | +9.7% | -3.2% | +3.9% |
| 3M | +30.1% | +5.3% | +24.8% | +28.5% |
| 6M | -7.1% | +0.5% | -7.7% | -6.8% |
| YTD | +12.0% | +20.6% | -8.7% | +7.9% |
| 1Y | +41.2% | +57.6% | -16.4% | +28.0% |
| 3Y | +251.0% | +50.6% | +200.4% | +218.8% |
| 5Y | +226.7% | +41.8% | +184.9% | +196.0% |
| All | +291.6% | +528.4% | -236.8% | +126.2% |
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