+38.2%
GLW vs VALE
+1.0%
+37.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | 0.0% | +7.4% | +7.4% |
| 7D | +1.4% | +1.3% | +0.1% | +0.6% |
| 30D | -18.2% | -14.3% | -3.9% | -7.1% |
| 3M | -24.2% | -16.8% | -7.4% | -12.0% |
| 6M | -41.7% | -30.2% | -11.5% | -20.7% |
| YTD | +38.3% | -8.6% | +46.9% | +66.0% |
| 1Y | +38.2% | +1.6% | +36.6% | +58.9% |
| All | +38.2% | +1.0% | +37.2% | +58.9% |
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