+463.3%
GLW vs VALE
+53.3%
+410.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.9% | +5.7% | +6.7% |
| 7D | +14.0% | +2.9% | +11.1% | +12.5% |
| 30D | +0.4% | +8.8% | -8.4% | -3.7% |
| 3M | -11.3% | +6.8% | -18.1% | -14.1% |
| 6M | +35.1% | +6.9% | +28.2% | +32.4% |
| YTD | +90.5% | +22.8% | +67.7% | +81.9% |
| 1Y | +132.0% | +61.3% | +70.8% | +107.4% |
| 3Y | +463.3% | +53.3% | +410.0% | +393.6% |
| All | +463.3% | +53.3% | +410.0% | +393.6% |
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