+489.2%
VALE vs GAP
+31.2%
+458.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.9% |
| 7D | -0.3% | -4.1% | +3.8% | +0.5% |
| 30D | +8.6% | +6.2% | +2.4% | +7.0% |
| 3M | +2.0% | -0.7% | +2.7% | +1.6% |
| 6M | +2.1% | -7.1% | +9.2% | +2.4% |
| YTD | +20.2% | -14.1% | +34.3% | +21.8% |
| 1Y | +55.2% | -8.5% | +63.7% | +54.6% |
| 3Y | +45.9% | +115.4% | -69.5% | +13.7% |
| 5Y | +41.4% | +9.8% | +31.6% | +19.7% |
| All | +489.2% | +31.2% | +458.0% | +296.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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