+39.4%
GM vs VALE
+3.0%
+36.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.1% | +0.5% | +3.5% |
| 7D | +12.1% | -0.3% | +12.4% | +12.1% |
| 30D | +15.2% | -19.2% | +34.4% | +22.2% |
| 3M | +4.9% | -20.7% | +25.6% | +11.3% |
| 6M | +22.6% | -25.8% | +48.4% | +32.4% |
| YTD | +14.4% | -9.8% | +24.2% | +19.6% |
| 1Y | +39.4% | +3.7% | +35.7% | +34.2% |
| All | +39.4% | +3.0% | +36.4% | +34.2% |
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