+739.4%
GLD vs VALE
+502.7%
+236.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.9% |
| 7D | +4.7% | +1.8% | +2.9% | +4.6% |
| 30D | -0.9% | -14.8% | +13.9% | +0.4% |
| 3M | -4.4% | -19.0% | +14.6% | -2.8% |
| 6M | -13.6% | -27.7% | +14.1% | -11.4% |
| YTD | -6.0% | -8.5% | +2.5% | -5.2% |
| 1Y | +1.8% | +2.6% | -0.9% | +1.7% |
| 3Y | +103.2% | +4.0% | +99.1% | +102.0% |
| 5Y | +119.3% | +51.2% | +68.1% | +110.6% |
| 10Y | +199.5% | +263.0% | -63.5% | +160.3% |
| All | +739.4% | +502.7% | +236.6% | +480.7% |
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