+37.8%
VALE vs GH
+45.9%
-8.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.3% |
| 7D | -3.2% | +0.6% | -3.7% | -3.2% |
| 30D | -15.1% | -6.9% | -8.1% | -14.6% |
| 3M | -18.7% | -4.9% | -13.8% | -18.6% |
| 6M | -31.5% | +54.1% | -85.5% | -34.7% |
| YTD | -11.4% | +48.5% | -60.0% | -15.6% |
| 1Y | -1.9% | +61.2% | -63.0% | -7.2% |
| 3Y | +1.7% | +570.3% | -568.7% | -18.8% |
| All | +37.8% | +45.9% | -8.1% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling