+562.0%
GLW vs VALE
+200.9%
+361.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.4% |
| 7D | +1.4% | +1.3% | +0.1% | +1.1% |
| 30D | -18.2% | -14.3% | -3.9% | -14.1% |
| 3M | -24.2% | -16.8% | -7.4% | -19.6% |
| 6M | -41.7% | -30.2% | -11.5% | -34.5% |
| YTD | +38.3% | -8.6% | +46.9% | +44.2% |
| 1Y | +38.2% | +1.6% | +36.6% | +39.6% |
| 3Y | +363.4% | +4.1% | +359.3% | +356.7% |
| 5Y | +254.6% | +38.7% | +215.9% | +203.5% |
| 10Y | +562.0% | +214.6% | +347.4% | +346.8% |
| All | +562.0% | +200.9% | +361.1% | +346.8% |
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