+1,559.3%
GS vs VALE
+2,275.1%
-715.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.2% |
| 7D | +0.9% | +1.6% | -0.7% | +0.3% |
| 30D | -1.6% | +5.1% | -6.7% | -3.4% |
| 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% | +11.5% |
| 1Y | +41.4% | +61.2% | -19.8% | +18.9% |
| 3Y | +239.2% | +43.1% | +196.0% | +190.9% |
| 5Y | +185.0% | +34.0% | +151.1% | +136.7% |
| 10Y | +655.0% | +469.7% | +185.3% | +235.4% |
| All | +1,559.3% | +2,275.1% | -715.8% | +330.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling