+51.3%
GEV vs VALE
+57.8%
-6.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.8% |
| 7D | +1.6% | -0.3% | +1.9% | +1.8% |
| 30D | -7.9% | +8.6% | -16.6% | -11.4% |
| 3M | +5.6% | +2.0% | +3.6% | +4.5% |
| 6M | +13.1% | +2.1% | +10.9% | +11.4% |
| YTD | +46.7% | +20.2% | +26.5% | +34.2% |
| 1Y | +51.3% | +55.2% | -3.9% | +21.1% |
| All | +51.3% | +57.8% | -6.5% | +21.1% |
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