+57.7%
GEV vs VALE
+60.7%
-3.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | +3.3% | +1.6% | +1.7% | +2.5% |
| 30D | -7.5% | +5.1% | -12.6% | -9.7% |
| 3M | -2.2% | -0.4% | -1.8% | -2.1% |
| 6M | +12.1% | -2.2% | +14.3% | +12.1% |
| YTD | +44.4% | +20.5% | +23.9% | +32.0% |
| 1Y | +57.7% | +61.2% | -3.5% | +25.6% |
| All | +57.7% | +60.7% | -3.0% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling