+489.2%
VALE vs GME
+285.6%
+203.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.1% | -0.4% |
| 7D | -0.3% | +10.4% | -10.6% | -0.6% |
| 30D | +8.6% | +14.1% | -5.4% | +8.1% |
| 3M | +2.0% | -4.6% | +6.6% | +2.1% |
| 6M | +2.1% | -13.5% | +15.6% | +2.5% |
| YTD | +20.2% | +5.3% | +14.9% | +19.8% |
| 1Y | +55.2% | -14.9% | +70.0% | +55.7% |
| 3Y | +45.9% | +24.3% | +21.6% | +38.9% |
| 5Y | +41.4% | -55.6% | +97.0% | +36.4% |
| All | +489.2% | +285.6% | +203.6% | +249.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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