+243.8%
GIS vs VALE
+2,320.2%
-2,076.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.7% |
| 7D | -8.3% | +2.9% | -11.2% | -8.5% |
| 30D | +2.2% | +8.8% | -6.6% | +1.5% |
| 3M | +15.7% | +6.8% | +8.9% | +15.0% |
| 6M | -12.0% | +6.9% | -18.9% | -12.7% |
| YTD | -15.0% | +22.8% | -37.8% | -16.7% |
| 1Y | -20.1% | +61.3% | -81.4% | -23.5% |
| 3Y | -34.6% | +53.3% | -87.9% | -37.5% |
| 5Y | -22.8% | +44.9% | -67.7% | -27.0% |
| 10Y | -18.5% | +486.8% | -505.3% | -34.6% |
| All | +243.8% | +2,320.2% | -2,076.4% | +136.9% |
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