+101.1%
GOOGL vs VALE
+35.2%
+65.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.9% |
| 7D | +3.9% | -3.2% | +7.1% | +4.5% |
| 30D | -14.9% | -15.1% | +0.1% | -12.1% |
| 3M | -14.6% | -18.7% | +4.1% | -11.2% |
| 6M | -26.4% | -31.5% | +5.0% | -21.0% |
| YTD | -5.3% | -11.4% | +6.1% | -3.8% |
| 1Y | +6.5% | -1.9% | +8.3% | +5.8% |
| 3Y | +126.0% | +1.7% | +124.4% | +118.7% |
| All | +101.1% | +35.2% | +65.9% | +88.6% |
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