+652.8%
GS vs VALE
+475.8%
+176.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.1% |
| 7D | +0.9% | +1.6% | -0.7% | +0.4% |
| 30D | -1.6% | +5.1% | -6.7% | -3.3% |
| 3M | -4.5% | -0.4% | -4.1% | -4.5% |
| 6M | +20.9% | -2.2% | +23.1% | +21.4% |
| YTD | +19.9% | +20.5% | -0.6% | +12.2% |
| 1Y | +41.4% | +61.2% | -19.8% | +20.7% |
| 3Y | +239.2% | +43.1% | +196.0% | +194.7% |
| 5Y | +185.0% | +34.0% | +151.1% | +140.8% |
| All | +652.8% | +475.8% | +176.9% | +308.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling