+38.7%
VALE vs GD
+103.0%
-64.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.7% | -3.7% |
| 7D | +5.5% | -1.9% | +7.3% | +5.9% |
| 30D | -15.0% | +10.9% | -25.9% | -17.7% |
| 3M | -20.0% | -6.8% | -13.3% | -18.5% |
| 6M | -28.4% | +7.0% | -35.4% | -30.2% |
| YTD | -8.6% | +11.1% | -19.7% | -12.6% |
| 1Y | +2.0% | +7.0% | -5.1% | -1.1% |
| 3Y | +4.1% | +59.9% | -55.8% | -16.4% |
| All | +38.7% | +103.0% | -64.4% | -8.0% |
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