+7.7%
GEHC vs VALE
+29.0%
-21.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | -7.9% | -0.2% | -7.7% | -7.8% |
| 30D | -11.7% | +9.7% | -21.4% | -14.1% |
| 3M | +0.8% | +5.3% | -4.5% | -1.2% |
| 6M | -11.6% | +0.5% | -12.1% | -11.9% |
| YTD | -21.6% | +20.6% | -42.2% | -26.7% |
| 1Y | -15.3% | +57.6% | -72.9% | -27.4% |
| 3Y | -0.5% | +50.6% | -51.1% | -15.4% |
| All | +7.7% | +29.0% | -21.3% | -12.0% |
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