+169.7%
GDX vs VALE
+207.0%
-37.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +0.7% | +1.3% | -0.6% | +0.4% |
| 30D | -3.8% | -14.3% | +10.6% | +1.5% |
| 3M | -5.4% | -16.8% | +11.4% | +0.7% |
| 6M | -12.7% | -30.2% | +17.5% | -1.1% |
| YTD | -0.7% | -8.6% | +7.9% | +3.6% |
| 1Y | +11.9% | +1.6% | +10.3% | +12.8% |
| 3Y | +223.9% | +4.1% | +219.8% | +220.7% |
| 5Y | +163.2% | +38.7% | +124.5% | +130.7% |
| 10Y | +349.2% | +214.6% | +134.6% | +150.0% |
| All | +169.7% | +207.0% | -37.3% | -16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling