+78.3%
VALE vs GLDM
+216.5%
-138.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.6% | -1.9% |
| 7D | +5.5% | +2.9% | +2.6% | +4.0% |
| 30D | -15.0% | -3.9% | -11.1% | -13.3% |
| 3M | -20.0% | -8.1% | -11.9% | -16.7% |
| 6M | -28.4% | -14.7% | -13.7% | -22.7% |
| YTD | -8.6% | -6.6% | -2.0% | -5.3% |
| 1Y | +2.0% | -2.1% | +4.0% | +3.4% |
| 3Y | +4.1% | +107.7% | -103.6% | -25.2% |
| 5Y | +46.4% | +116.5% | -70.0% | +2.1% |
| All | +78.3% | +216.5% | -138.2% | +20.6% |
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