+36.6%
VALE vs GD
+97.9%
-61.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.3% |
| 7D | +1.6% | -5.3% | +6.9% | +3.3% |
| 30D | +5.1% | -6.4% | +11.6% | +7.2% |
| 3M | -0.4% | +5.7% | -6.1% | -2.5% |
| 6M | -2.2% | -0.9% | -1.3% | -2.1% |
| YTD | +20.5% | +8.2% | +12.4% | +16.3% |
| 1Y | +61.2% | +13.4% | +47.8% | +52.5% |
| 3Y | +43.1% | +68.5% | -25.4% | +10.8% |
| All | +36.6% | +97.9% | -61.3% | -10.3% |
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 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