+75.8%
GM vs VALE
+40.3%
+35.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -2.4% | -0.3% | -2.2% | -2.4% |
| 30D | -1.1% | +8.6% | -9.7% | -3.3% |
| 3M | +6.1% | +2.0% | +4.1% | +5.4% |
| 6M | +15.0% | +2.1% | +12.9% | +13.9% |
| YTD | +6.0% | +20.2% | -14.2% | +0.8% |
| 1Y | +47.1% | +55.2% | -8.1% | +31.5% |
| 3Y | +170.5% | +45.9% | +124.6% | +140.6% |
| All | +75.8% | +40.3% | +35.5% | +56.1% |
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