+31.1%
VALE vs GGLL
+188.6%
-157.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +1.0% |
| 7D | +1.8% | +3.1% | -1.3% | +1.4% |
| 30D | -14.8% | -36.3% | +21.5% | -10.4% |
| 3M | -19.0% | -40.4% | +21.3% | -14.2% |
| 6M | -27.7% | -54.6% | +26.9% | -21.3% |
| YTD | -8.5% | -31.1% | +22.6% | -6.7% |
| 1Y | +2.6% | -19.2% | +21.8% | +1.9% |
| 3Y | +4.0% | +151.5% | -147.5% | -13.7% |
| All | +31.1% | +188.6% | -157.5% | +17.2% |
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