+867.9%
GLW vs VALE
+493.0%
+375.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | +16.9% | -1.8% | +18.7% | +17.6% |
| 30D | +7.0% | +6.7% | +0.3% | +4.6% |
| 3M | -3.0% | +4.9% | -7.9% | -4.5% |
| 6M | +31.0% | +3.6% | +27.4% | +30.2% |
| YTD | +93.4% | +21.9% | +71.5% | +83.8% |
| 1Y | +134.7% | +61.6% | +73.2% | +105.8% |
| 3Y | +471.8% | +52.1% | +419.7% | +399.7% |
| 5Y | +394.5% | +43.2% | +351.3% | +319.5% |
| 10Y | +867.9% | +521.5% | +346.4% | +470.5% |
| All | +867.9% | +493.0% | +375.0% | +470.5% |
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