+4.1%
VALE vs GLDM
+106.4%
-102.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.6% | -1.8% |
| 7D | +5.5% | +2.9% | +2.6% | +3.9% |
| 30D | -15.0% | -3.9% | -11.1% | -13.1% |
| 3M | -20.0% | -8.1% | -11.9% | -16.3% |
| 6M | -28.4% | -14.7% | -13.7% | -22.0% |
| YTD | -8.6% | -6.6% | -2.0% | -4.9% |
| 1Y | +2.0% | -2.1% | +4.0% | +3.7% |
| 3Y | +4.1% | +107.7% | -103.6% | -36.8% |
| All | +4.1% | +106.4% | -102.4% | -36.8% |
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