+76.0%
VALE vs GGLL
+328.4%
-252.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +2.9% | +1.9% | +1.0% | +2.7% |
| 30D | +8.8% | -9.7% | +18.5% | +10.1% |
| 3M | +6.8% | -18.0% | +24.8% | +8.7% |
| 6M | +6.9% | +15.3% | -8.3% | +3.1% |
| YTD | +22.8% | +2.2% | +20.6% | +20.0% |
| 1Y | +61.3% | +73.1% | -11.8% | +45.8% |
| 3Y | +53.3% | +242.7% | -189.4% | +22.6% |
| All | +76.0% | +328.4% | -252.4% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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