+218.2%
GLD vs VALE
+493.0%
-274.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.0% |
| 7D | +0.1% | -1.8% | +2.0% | +0.3% |
| 30D | +0.2% | +6.7% | -6.5% | -0.4% |
| 3M | +3.2% | +4.9% | -1.7% | +2.8% |
| 6M | -14.6% | +3.6% | -18.2% | -14.9% |
| YTD | +1.8% | +21.9% | -20.1% | +0.5% |
| 1Y | +20.7% | +61.6% | -40.8% | +17.3% |
| 3Y | +126.5% | +52.1% | +74.4% | +119.8% |
| 5Y | +140.0% | +43.2% | +96.9% | +132.5% |
| 10Y | +218.2% | +521.5% | -303.3% | +180.8% |
| All | +218.2% | +493.0% | -274.7% | +180.8% |
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