+233.6%
GDX vs VALE
+43.3%
+190.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.4% |
| 7D | +1.9% | -1.8% | +3.7% | +2.7% |
| 30D | +9.9% | +6.7% | +3.3% | +6.6% |
| 3M | +28.2% | +4.9% | +23.3% | +25.5% |
| 6M | -2.9% | +3.6% | -6.5% | -3.8% |
| YTD | +16.0% | +21.9% | -5.9% | +8.4% |
| 1Y | +49.9% | +61.6% | -11.7% | +25.9% |
| 3Y | +263.6% | +52.1% | +211.4% | +207.2% |
| 5Y | +233.6% | +43.2% | +190.4% | +193.0% |
| All | +233.6% | +43.3% | +190.3% | +193.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling