+205.6%
GLD vs VALE
+206.4%
-0.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -2.6% |
| 7D | -5.5% | -1.5% | -4.0% | -5.4% |
| 30D | -7.0% | -15.6% | +8.6% | -5.7% |
| 3M | -12.4% | -19.5% | +7.2% | -10.7% |
| 6M | -18.0% | -31.9% | +13.8% | -15.4% |
| YTD | -10.5% | -11.0% | +0.5% | -9.2% |
| 1Y | -8.1% | -2.1% | -5.9% | -7.3% |
| 3Y | +97.7% | +1.4% | +96.3% | +97.9% |
| 5Y | +103.4% | +36.2% | +67.3% | +100.8% |
| All | +205.6% | +206.4% | -0.8% | +189.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling