+15.5%
GEHC vs VALE
+28.9%
-13.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -1.0% | -1.2% |
| 7D | -4.0% | +1.6% | -5.6% | -4.5% |
| 30D | -2.0% | +5.1% | -7.1% | -3.5% |
| 3M | +8.0% | -0.4% | +8.4% | +7.7% |
| 6M | -12.8% | -2.2% | -10.6% | -12.4% |
| YTD | -15.9% | +20.5% | -36.5% | -21.4% |
| 1Y | -6.9% | +61.2% | -68.1% | -20.8% |
| 3Y | 0.0% | +43.1% | -43.2% | -14.7% |
| All | +15.5% | +28.9% | -13.5% | -5.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling