-25.7%
GIS vs VALE
+40.3%
-66.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -6.4% | -0.3% | -6.1% | -6.4% |
| 30D | -6.1% | +8.6% | -14.7% | -6.4% |
| 3M | +7.8% | +2.0% | +5.9% | +7.7% |
| 6M | -8.8% | +2.1% | -10.9% | -9.0% |
| YTD | -19.1% | +20.2% | -39.3% | -19.9% |
| 1Y | -24.8% | +55.2% | -79.9% | -26.5% |
| 3Y | -37.6% | +45.9% | -83.4% | -39.3% |
| All | -25.7% | +40.3% | -66.0% | -26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling