+4,257.0%
GILD vs VALE
+2,268.8%
+1,988.1%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | -4.8% | -0.3% | -4.6% | -4.8% |
| 30D | +5.8% | +8.6% | -2.9% | +4.3% |
| 3M | +14.9% | +2.0% | +12.9% | +14.3% |
| 6M | -0.4% | +2.1% | -2.5% | -1.1% |
| YTD | +18.5% | +20.2% | -1.7% | +14.3% |
| 1Y | +25.1% | +55.2% | -30.0% | +15.7% |
| 3Y | +105.9% | +45.9% | +60.0% | +90.1% |
| 5Y | +143.0% | +41.4% | +101.6% | +118.6% |
| 10Y | +162.4% | +513.1% | -350.7% | +66.4% |
| All | +4,257.0% | +2,268.8% | +1,988.1% | +1,467.8% |
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