+92.7%
VALE vs GH
+467.1%
-374.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -0.3% | -2.5% | +2.2% | 0.0% |
| 30D | +8.6% | -4.7% | +13.3% | +9.2% |
| 3M | +2.0% | +20.2% | -18.2% | -0.4% |
| 6M | +2.1% | +78.8% | -76.7% | -5.0% |
| YTD | +20.2% | +54.1% | -33.9% | +13.5% |
| 1Y | +55.2% | +177.1% | -121.9% | +36.4% |
| 3Y | +45.9% | +371.6% | -325.7% | +15.9% |
| 5Y | +41.4% | +21.9% | +19.5% | +25.5% |
| All | +92.7% | +467.1% | -374.5% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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