+203.1%
GS vs VALE
+4.4%
+198.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -0.1% | +1.3% | -1.4% | -0.6% |
| 30D | +3.7% | -14.3% | +18.0% | +8.9% |
| 3M | -10.0% | -16.8% | +6.9% | -4.7% |
| 6M | -1.0% | -30.2% | +29.2% | +10.8% |
| YTD | +7.0% | -8.6% | +15.6% | +9.4% |
| 1Y | +16.6% | +1.6% | +15.0% | +15.2% |
| All | +203.1% | +4.4% | +198.7% | +180.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling