+76.3%
VALE vs GLDM
+221.7%
-145.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.2% |
| 7D | +2.4% | +1.9% | +0.5% | +1.4% |
| 30D | -18.7% | -1.7% | -17.0% | -18.0% |
| 3M | -21.2% | -3.5% | -17.6% | -19.9% |
| 6M | -26.1% | -10.1% | -16.0% | -22.3% |
| YTD | -9.6% | -5.0% | -4.6% | -7.2% |
| 1Y | +0.7% | +2.8% | -2.0% | -0.1% |
| 3Y | +3.3% | +105.1% | -101.8% | -25.5% |
| 5Y | +49.4% | +124.3% | -74.9% | +2.8% |
| All | +76.3% | +221.7% | -145.4% | +18.2% |
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