+2.8%
VALE vs GD
+55.3%
-52.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.5% |
| 7D | +2.4% | -3.9% | +6.3% | +2.9% |
| 30D | -18.7% | +8.1% | -26.8% | -19.8% |
| 3M | -21.2% | -6.8% | -14.4% | -20.4% |
| 6M | -26.1% | +3.0% | -29.1% | -26.7% |
| YTD | -9.6% | +7.8% | -17.4% | -11.4% |
| 1Y | +0.7% | +5.8% | -5.1% | -0.8% |
| All | +2.8% | +55.3% | -52.5% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling