+37.8%
VALE vs GD
+99.6%
-61.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -3.2% | +2.7% | -5.8% | -3.9% |
| 30D | -15.1% | +8.6% | -23.7% | -17.3% |
| 3M | -18.7% | -7.1% | -11.6% | -17.1% |
| 6M | -31.5% | +7.5% | -38.9% | -33.4% |
| YTD | -11.4% | +9.9% | -21.3% | -15.0% |
| 1Y | -1.9% | +7.6% | -9.4% | -5.1% |
| 3Y | +1.7% | +56.2% | -54.5% | -17.6% |
| All | +37.8% | +99.6% | -61.7% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling