+237.3%
GE vs VALE
+2,275.1%
-2,037.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -1.6% | +1.6% | -3.2% | -2.1% |
| 30D | -11.6% | +5.1% | -16.7% | -12.9% |
| 3M | +3.0% | -0.4% | +3.4% | +2.8% |
| 6M | -0.5% | -2.2% | +1.7% | -0.3% |
| YTD | +9.7% | +20.5% | -10.8% | +3.5% |
| 1Y | +20.0% | +61.2% | -41.1% | +4.7% |
| 3Y | +275.8% | +43.1% | +232.7% | +231.6% |
| 5Y | +429.1% | +34.0% | +395.1% | +356.2% |
| 10Y | +151.2% | +469.7% | -318.5% | +36.2% |
| All | +237.3% | +2,275.1% | -2,037.7% | +12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling