-30.2%
VALE vs GLDM
-15.8%
-14.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.7% |
| 7D | +1.3% | -2.0% | +3.3% | +2.5% |
| 30D | -14.3% | -4.4% | -9.9% | -12.1% |
| 3M | -16.8% | -8.8% | -8.0% | -12.3% |
| 6M | -30.2% | -15.9% | -14.3% | -23.8% |
| All | -30.2% | -15.8% | -14.5% | -23.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling