+2,268.8%
VALE vs GFI
+855.2%
+1,413.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | 0.0% |
| 7D | -0.3% | -4.9% | +4.6% | +1.0% |
| 30D | +8.6% | +10.7% | -2.1% | +5.6% |
| 3M | +2.0% | +25.6% | -23.6% | -4.6% |
| 6M | +2.1% | -8.3% | +10.4% | +2.7% |
| YTD | +20.2% | +6.3% | +13.9% | +15.9% |
| 1Y | +55.2% | +22.1% | +33.1% | +42.7% |
| 3Y | +45.9% | +289.2% | -243.3% | -5.2% |
| 5Y | +41.4% | +531.7% | -490.3% | -23.5% |
| 10Y | +513.1% | +1,043.8% | -530.7% | +127.1% |
| All | +2,268.8% | +855.2% | +1,413.6% | +766.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling