+40.6%
GLW vs VALE
+3.0%
+37.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.1% | -9.9% | -9.0% |
| 7D | -9.5% | -0.3% | -9.1% | -9.6% |
| 30D | -25.5% | -19.2% | -6.3% | -11.2% |
| 3M | -25.6% | -20.7% | -4.9% | -10.4% |
| 6M | -25.5% | -25.8% | +0.3% | -3.7% |
| YTD | +36.4% | -9.8% | +46.1% | +63.0% |
| 1Y | +40.6% | +3.7% | +36.9% | +48.0% |
| All | +40.6% | +3.0% | +37.6% | +48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling