+15.7%
GEHC vs VALE
+3.0%
+12.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +4.1% | +2.3% | +5.7% |
| 7D | +13.2% | -0.3% | +13.5% | +13.1% |
| 30D | +30.6% | -19.2% | +49.8% | +35.5% |
| 3M | +22.2% | -20.7% | +42.9% | +27.0% |
| 6M | +40.8% | -25.8% | +66.6% | +48.6% |
| YTD | +4.8% | -9.8% | +14.6% | +5.7% |
| 1Y | +15.7% | +3.7% | +12.1% | +6.2% |
| All | +15.7% | +3.0% | +12.7% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling