+40.9%
VALE vs GFI
+524.1%
-483.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | 0.0% |
| 7D | -0.3% | -4.9% | +4.6% | +0.8% |
| 30D | +8.6% | +10.7% | -2.1% | +6.0% |
| 3M | +2.0% | +25.6% | -23.6% | -3.8% |
| 6M | +2.1% | -8.3% | +10.4% | +2.6% |
| YTD | +20.2% | +6.3% | +13.9% | +16.9% |
| 1Y | +55.2% | +22.1% | +33.1% | +45.4% |
| 3Y | +45.9% | +289.2% | -243.3% | +2.2% |
| All | +40.9% | +524.1% | -483.2% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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