+79.8%
GDXJ vs VALE
+49.2%
+30.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | +0.9% | -1.8% | +2.8% | +1.6% |
| 30D | +8.8% | +6.7% | +2.2% | +6.2% |
| 3M | +29.8% | +4.9% | +25.0% | +27.9% |
| 6M | -5.8% | +3.6% | -9.4% | -6.2% |
| YTD | +13.6% | +21.9% | -8.3% | +7.3% |
| 1Y | +54.5% | +61.6% | -7.1% | +32.3% |
| 3Y | +301.4% | +52.1% | +249.3% | +247.6% |
| 5Y | +236.3% | +43.2% | +193.2% | +189.5% |
| 10Y | +240.1% | +521.5% | -281.4% | +49.9% |
| All | +79.8% | +49.2% | +30.6% | +37.2% |
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