+118.6%
GLD vs VALE
+49.7%
+68.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.0% |
| 7D | +4.7% | +1.8% | +2.9% | +4.4% |
| 30D | -0.9% | -14.8% | +13.9% | +2.0% |
| 3M | -4.4% | -19.0% | +14.6% | -0.8% |
| 6M | -13.6% | -27.7% | +14.1% | -8.6% |
| YTD | -6.0% | -8.5% | +2.5% | -3.6% |
| 1Y | +1.8% | +2.6% | -0.9% | +2.9% |
| 3Y | +103.2% | +4.0% | +99.1% | +102.9% |
| All | +118.6% | +49.7% | +68.9% | +120.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling