+78.6%
VALE vs GFS
-3.9%
+82.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | +2.9% | +2.6% | +0.3% | +2.5% |
| 30D | +8.8% | -16.4% | +25.2% | +11.5% |
| 3M | +6.8% | -41.6% | +48.4% | +15.0% |
| 6M | +6.9% | -3.7% | +10.6% | +5.4% |
| YTD | +22.8% | +29.3% | -6.5% | +15.5% |
| 1Y | +61.3% | +37.1% | +24.1% | +49.8% |
| 3Y | +53.3% | -22.1% | +75.4% | +49.9% |
| All | +78.6% | -3.9% | +82.5% | +82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling