+3.7%
VALE vs GNRC
+17.5%
-13.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -9.5% | +13.6% | +5.3% |
| 7D | -0.3% | -6.0% | +5.6% | +0.2% |
| 30D | -19.2% | -12.0% | -7.2% | -18.0% |
| 3M | -20.7% | -13.4% | -7.3% | -19.6% |
| 6M | -25.8% | -26.4% | +0.6% | -22.9% |
| YTD | -9.8% | +38.8% | -48.6% | -18.2% |
| 1Y | +3.7% | +20.9% | -17.2% | -3.5% |
| All | +3.7% | +17.5% | -13.9% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling