+526.0%
GLW vs VALE
+204.8%
+321.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -4.1% |
| 7D | +7.7% | -3.2% | +10.9% | +9.0% |
| 30D | -18.8% | -15.1% | -3.8% | -14.5% |
| 3M | -27.7% | -18.7% | -9.0% | -22.8% |
| 6M | -44.4% | -31.5% | -13.0% | -37.2% |
| YTD | +31.3% | -11.4% | +42.7% | +38.3% |
| 1Y | +40.0% | -1.9% | +41.9% | +43.1% |
| 3Y | +339.2% | +1.7% | +337.6% | +336.3% |
| 5Y | +229.2% | +35.4% | +193.7% | +184.0% |
| All | +526.0% | +204.8% | +321.1% | +327.4% |
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