+39.3%
GEHC vs VALE
-5.3%
+44.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +2.0% | +1.6% |
| 7D | +0.8% | -3.2% | +4.0% | +1.6% |
| 30D | +21.3% | -15.1% | +36.4% | +26.5% |
| 3M | +12.6% | -18.7% | +31.3% | +18.5% |
| 6M | +34.3% | -31.5% | +65.8% | +48.2% |
| YTD | +1.4% | -11.4% | +12.9% | +2.9% |
| 1Y | +12.5% | -1.9% | +14.3% | +10.2% |
| 3Y | +19.2% | +1.7% | +17.5% | +11.1% |
| All | +39.3% | -5.3% | +44.5% | +23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling