+3.7%
VALE vs GFS
+15.5%
-11.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -5.9% | +10.0% | +4.9% |
| 7D | -0.3% | -12.5% | +12.2% | +1.4% |
| 30D | -19.2% | -16.9% | -2.3% | -17.2% |
| 3M | -20.7% | -22.3% | +1.5% | -18.2% |
| 6M | -25.8% | -40.2% | +14.4% | -21.1% |
| YTD | -9.8% | +16.0% | -25.8% | -18.2% |
| 1Y | +3.7% | +17.7% | -14.0% | -9.1% |
| All | +3.7% | +15.5% | -11.8% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling