+230.7%
GM vs VALE
+30.3%
+200.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.2% |
| 7D | -1.1% | -1.8% | +0.7% | -0.7% |
| 30D | -4.6% | +6.7% | -11.2% | -6.4% |
| 3M | +0.2% | +4.9% | -4.7% | -1.3% |
| 6M | +12.6% | +3.6% | +9.0% | +11.1% |
| YTD | +3.7% | +21.9% | -18.2% | -2.5% |
| 1Y | +45.6% | +61.6% | -15.9% | +26.6% |
| 3Y | +162.0% | +52.1% | +109.8% | +127.5% |
| 5Y | +80.5% | +43.2% | +37.3% | +53.4% |
| 10Y | +231.3% | +521.5% | -290.2% | +85.7% |
| All | +230.7% | +30.3% | +200.4% | +203.3% |
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