+2.8%
VALE vs GLDM
+105.8%
-103.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.3% |
| 7D | +2.4% | +1.9% | +0.5% | +1.3% |
| 30D | -18.7% | -1.7% | -17.0% | -18.0% |
| 3M | -21.2% | -3.5% | -17.6% | -19.8% |
| 6M | -26.1% | -10.1% | -16.0% | -21.8% |
| YTD | -9.6% | -5.0% | -4.6% | -6.8% |
| 1Y | +0.7% | +2.8% | -2.0% | -0.1% |
| All | +2.8% | +105.8% | -103.1% | -35.3% |
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