+643.2%
GEV vs VALE
+58.4%
+584.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +2.4% |
| 7D | +8.1% | +2.9% | +5.2% | +6.9% |
| 30D | -1.9% | +8.8% | -10.7% | -5.2% |
| 3M | +4.1% | +6.8% | -2.7% | +1.3% |
| 6M | +23.2% | +6.9% | +16.3% | +20.0% |
| YTD | +48.9% | +22.8% | +26.1% | +38.2% |
| 1Y | +62.2% | +61.3% | +0.9% | +37.4% |
| All | +643.2% | +58.4% | +584.8% | +530.9% |
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