+258.1%
GDX vs VALE
+47.4%
+210.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.6% |
| 7D | +1.9% | -1.8% | +3.7% | +3.0% |
| 30D | +9.9% | +6.7% | +3.3% | +5.4% |
| 3M | +28.2% | +4.9% | +23.3% | +24.5% |
| 6M | -2.9% | +3.6% | -6.5% | -4.4% |
| YTD | +16.0% | +21.9% | -5.9% | +6.7% |
| 1Y | +49.9% | +61.6% | -11.7% | +21.3% |
| All | +258.1% | +47.4% | +210.8% | +202.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling