+4.0%
VALE vs GLDM
+104.2%
-100.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.7% |
| 7D | +1.8% | +4.7% | -2.9% | -0.8% |
| 30D | -14.8% | -0.9% | -14.0% | -14.5% |
| 3M | -19.0% | -4.3% | -14.7% | -17.2% |
| 6M | -27.7% | -13.4% | -14.3% | -22.0% |
| YTD | -8.5% | -5.8% | -2.7% | -5.3% |
| 1Y | +2.6% | +2.1% | +0.6% | +2.2% |
| 3Y | +4.0% | +105.0% | -101.0% | -34.3% |
| All | +4.0% | +104.2% | -100.2% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling