+163.2%
GDX vs VALE
+38.6%
+124.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +0.7% | +1.3% | -0.6% | +0.2% |
| 30D | -3.8% | -14.3% | +10.6% | +3.8% |
| 3M | -5.4% | -16.8% | +11.4% | +3.4% |
| 6M | -12.7% | -30.2% | +17.5% | +4.0% |
| YTD | -0.7% | -8.6% | +7.9% | +6.5% |
| 1Y | +11.9% | +1.6% | +10.3% | +15.0% |
| 3Y | +223.9% | +4.1% | +219.8% | +224.3% |
| 5Y | +163.2% | +38.7% | +124.5% | +150.7% |
| All | +163.2% | +38.6% | +124.6% | +150.7% |
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 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