+37.3%
GEHC vs VALE
-4.8%
+42.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.2% |
| 7D | -2.3% | -1.5% | -0.8% | -1.9% |
| 30D | +19.0% | -15.6% | +34.7% | +24.4% |
| 3M | +13.3% | -19.5% | +32.8% | +19.6% |
| 6M | +31.5% | -31.9% | +63.4% | +45.5% |
| YTD | 0.0% | -11.0% | +10.9% | +1.3% |
| 1Y | +9.4% | -2.1% | +11.5% | +7.3% |
| 3Y | +18.3% | +1.4% | +17.0% | +10.3% |
| All | +37.3% | -4.8% | +42.0% | +21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling