+41.8%
VALE vs GAP
+3.0%
+38.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | -0.8% |
| 7D | -0.2% | -6.3% | +6.1% | +0.5% |
| 30D | +9.7% | -0.2% | +10.0% | +9.6% |
| 3M | +5.3% | 0.0% | +5.2% | +4.9% |
| 6M | +0.5% | -8.1% | +8.7% | +0.9% |
| YTD | +20.6% | -16.5% | +37.1% | +22.1% |
| 1Y | +57.6% | -10.5% | +68.1% | +57.8% |
| 3Y | +50.6% | +104.0% | -53.4% | +32.4% |
| 5Y | +41.8% | +6.8% | +35.1% | +17.3% |
| All | +41.8% | +3.0% | +38.8% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling