+755.2%
GLD vs VALE
+522.5%
+232.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.3% | -1.4% | +1.6% |
| 7D | +4.9% | +5.6% | -0.6% | +4.5% |
| 30D | -1.3% | -12.1% | +10.8% | -0.3% |
| 3M | -4.8% | -16.3% | +11.6% | -3.4% |
| 6M | -12.5% | -26.0% | +13.5% | -10.4% |
| YTD | -4.2% | -5.5% | +1.3% | -3.7% |
| 1Y | +3.0% | +6.7% | -3.6% | +2.7% |
| 3Y | +109.1% | +10.2% | +99.0% | +107.0% |
| 5Y | +121.6% | +49.7% | +71.8% | +112.8% |
| 10Y | +212.2% | +222.3% | -10.0% | +174.1% |
| All | +755.2% | +522.5% | +232.7% | +490.1% |
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