+262.7%
GE vs VALE
+47.4%
+215.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.8% | -2.1% | -2.7% |
| 7D | -1.2% | -1.8% | +0.6% | -0.9% |
| 30D | -11.3% | +6.7% | -17.9% | -12.6% |
| 3M | -1.4% | +4.9% | -6.3% | -2.6% |
| 6M | +1.2% | +3.6% | -2.4% | +0.4% |
| YTD | +5.9% | +21.9% | -15.9% | +1.4% |
| 1Y | +18.4% | +61.6% | -43.2% | +7.7% |
| All | +262.7% | +47.4% | +215.4% | +221.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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