+281.7%
GDXJ vs VALE
+45.8%
+235.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -2.9% | -3.2% |
| 7D | -6.2% | -0.2% | -6.0% | -6.1% |
| 30D | +4.6% | +9.7% | -5.1% | -2.2% |
| 3M | +31.3% | +5.3% | +26.0% | +26.8% |
| 6M | -10.7% | +0.5% | -11.2% | -10.2% |
| YTD | +9.1% | +20.6% | -11.5% | 0.0% |
| 1Y | +44.1% | +57.6% | -13.5% | +14.5% |
| All | +281.7% | +45.8% | +235.8% | +215.6% |
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