+74.8%
VALE vs GFS
0.0%
+74.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.6% |
| 7D | -0.3% | +3.8% | -4.1% | -0.8% |
| 30D | +8.6% | -11.7% | +20.3% | +10.5% |
| 3M | +2.0% | -41.8% | +43.7% | +9.9% |
| 6M | +2.1% | +6.6% | -4.5% | -0.9% |
| YTD | +20.2% | +34.6% | -14.4% | +12.4% |
| 1Y | +55.2% | +46.2% | +9.0% | +42.7% |
| 3Y | +45.9% | -20.3% | +66.2% | +42.0% |
| All | +74.8% | 0.0% | +74.8% | +77.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling