+78.3%
VALE vs GLDM
+212.7%
-134.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.6% |
| 7D | +1.3% | -2.0% | +3.3% | +2.3% |
| 30D | -14.3% | -4.4% | -9.9% | -12.4% |
| 3M | -16.8% | -8.8% | -8.0% | -13.0% |
| 6M | -30.2% | -15.9% | -14.3% | -24.2% |
| YTD | -8.6% | -7.7% | -0.9% | -4.8% |
| 1Y | +1.6% | -3.6% | +5.2% | +3.9% |
| 3Y | +4.1% | +105.2% | -101.1% | -24.8% |
| 5Y | +38.7% | +112.8% | -74.1% | -2.7% |
| All | +78.3% | +212.7% | -134.5% | +21.3% |
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