-18.0%
GIS vs VALE
+60.7%
-78.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | -7.8% | +1.6% | -9.4% | -7.8% |
| 30D | +6.6% | +5.1% | +1.4% | +6.8% |
| 3M | +21.0% | -0.4% | +21.4% | +21.3% |
| 6M | -9.1% | -2.2% | -6.9% | -9.1% |
| YTD | -13.6% | +20.5% | -34.2% | -10.8% |
| 1Y | -18.0% | +61.2% | -79.2% | -8.8% |
| All | -18.0% | +60.7% | -78.7% | -8.8% |
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 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