+72.7%
VALE vs GLDM
+204.4%
-131.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | -3.2% | -4.6% | +1.4% | -0.8% |
| 30D | -15.1% | -5.5% | -9.6% | -12.7% |
| 3M | -18.7% | -10.9% | -7.8% | -14.0% |
| 6M | -31.5% | -17.3% | -14.1% | -24.9% |
| YTD | -11.4% | -10.2% | -1.3% | -6.5% |
| 1Y | -1.9% | -6.9% | +5.1% | +2.1% |
| 3Y | +1.7% | +98.7% | -97.0% | -25.3% |
| 5Y | +35.4% | +106.7% | -71.3% | -3.6% |
| All | +72.7% | +204.4% | -131.6% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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