+26.9%
VALE vs GGLL
+210.8%
-183.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.3% |
| 7D | -3.2% | +7.7% | -10.9% | -4.1% |
| 30D | -15.1% | -30.2% | +15.2% | -11.7% |
| 3M | -18.7% | -31.3% | +12.6% | -15.4% |
| 6M | -31.5% | -52.1% | +20.6% | -25.8% |
| YTD | -11.4% | -25.9% | +14.4% | -10.6% |
| 1Y | -1.9% | -8.5% | +6.6% | -4.0% |
| 3Y | +1.7% | +165.5% | -163.9% | -16.3% |
| All | +26.9% | +210.8% | -183.9% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling