+9.3%
GEHC vs VALE
+30.4%
-21.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.2% |
| 7D | -7.6% | -1.8% | -5.8% | -7.2% |
| 30D | -10.7% | +6.7% | -17.3% | -12.4% |
| 3M | -1.2% | +4.9% | -6.1% | -3.0% |
| 6M | -13.7% | +3.6% | -17.3% | -14.8% |
| YTD | -20.4% | +21.9% | -42.3% | -25.8% |
| 1Y | -17.0% | +61.6% | -78.6% | -29.4% |
| 3Y | +0.9% | +52.1% | -51.2% | -14.5% |
| All | +9.3% | +30.4% | -21.1% | -11.0% |
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 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