+185.8%
GS vs VALE
+3.9%
+181.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.8% |
| 7D | -3.2% | +1.8% | -5.0% | -3.8% |
| 30D | -2.4% | -14.8% | +12.4% | +2.7% |
| 3M | -15.7% | -19.0% | +3.3% | -10.0% |
| 6M | -6.8% | -27.7% | +20.9% | +3.2% |
| YTD | -0.1% | -8.5% | +8.5% | +2.2% |
| 1Y | +12.1% | +2.6% | +9.5% | +10.4% |
| 3Y | +185.8% | +4.0% | +181.7% | +164.8% |
| All | +185.8% | +3.9% | +181.9% | +164.8% |
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