+356.1%
GLW vs VALE
+9.0%
+347.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.3% | +6.0% | +7.7% |
| 7D | -5.9% | +5.6% | -11.4% | -8.4% |
| 30D | -26.0% | -12.1% | -13.9% | -21.3% |
| 3M | -29.9% | -16.3% | -13.6% | -23.7% |
| 6M | -37.8% | -26.0% | -11.8% | -28.1% |
| YTD | +33.1% | -5.5% | +38.6% | +44.3% |
| 1Y | +36.8% | +6.7% | +30.1% | +43.8% |
| 3Y | +356.1% | +10.2% | +345.9% | +363.3% |
| All | +356.1% | +9.0% | +347.1% | +363.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling