+154.7%
GS vs VALE
+36.6%
+118.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -0.8% |
| 7D | +5.1% | -1.5% | +6.6% | +5.5% |
| 30D | +2.4% | -15.6% | +18.1% | +6.8% |
| 3M | -11.5% | -19.5% | +8.1% | -6.6% |
| 6M | -2.5% | -31.9% | +29.4% | +7.1% |
| YTD | +5.5% | -11.0% | +16.4% | +8.2% |
| 1Y | +11.0% | -2.1% | +13.2% | +11.3% |
| 3Y | +200.1% | +1.4% | +198.7% | +191.6% |
| 5Y | +154.7% | +36.2% | +118.5% | +117.8% |
| All | +154.7% | +36.6% | +118.1% | +117.8% |
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 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