+1.6%
VALE vs GD
+7.0%
-5.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +1.3% | +0.6% | +0.7% | +1.3% |
| 30D | -14.3% | +9.5% | -23.8% | -14.4% |
| 3M | -16.8% | -5.8% | -11.0% | -16.5% |
| 6M | -30.2% | +7.7% | -38.0% | -30.4% |
| YTD | -8.6% | +11.1% | -19.6% | -10.7% |
| 1Y | +1.6% | +6.1% | -4.5% | +2.7% |
| All | +1.6% | +7.0% | -5.4% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 1y: compounded portfolio wealth divided by compounded GD 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…
1y analysis · Full analysis span regression · 6 months rolling