+78.4%
VALE vs GLDM
+219.1%
-140.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.6% |
| 7D | +1.8% | +4.7% | -2.9% | -0.5% |
| 30D | -14.8% | -0.9% | -14.0% | -14.6% |
| 3M | -19.0% | -4.3% | -14.7% | -17.4% |
| 6M | -27.7% | -13.4% | -14.3% | -22.6% |
| YTD | -8.5% | -5.8% | -2.7% | -5.7% |
| 1Y | +2.6% | +2.1% | +0.6% | +2.1% |
| 3Y | +4.0% | +105.0% | -101.0% | -25.0% |
| 5Y | +51.2% | +122.5% | -71.3% | +4.5% |
| All | +78.4% | +219.1% | -140.7% | +20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling