+72.7%
VALE vs GGLL
+328.7%
-256.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.1% | 0.0% |
| 7D | +1.6% | -4.8% | +6.4% | +2.2% |
| 30D | +5.1% | -13.7% | +18.8% | +7.0% |
| 3M | -0.4% | -21.9% | +21.4% | +2.0% |
| 6M | -2.2% | +11.7% | -13.9% | -5.3% |
| YTD | +20.5% | +2.3% | +18.3% | +17.7% |
| 1Y | +61.2% | +76.2% | -15.0% | +45.4% |
| 3Y | +43.1% | +245.0% | -201.9% | +14.4% |
| All | +72.7% | +328.7% | -256.0% | +48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling