+55.5%
VALE vs GNRC
+2,082.9%
-2,027.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.3% | -1.1% |
| 7D | -0.3% | -0.2% | -0.1% | -0.2% |
| 30D | +8.6% | -15.7% | +24.4% | +13.1% |
| 3M | +2.0% | -27.3% | +29.3% | +9.4% |
| 6M | +2.1% | -12.1% | +14.2% | +3.2% |
| YTD | +20.2% | +37.1% | -16.9% | +7.7% |
| 1Y | +55.2% | -0.5% | +55.6% | +49.4% |
| 3Y | +45.9% | +61.5% | -15.6% | +19.3% |
| 5Y | +41.4% | -58.6% | +100.0% | +55.6% |
| 10Y | +513.1% | +446.3% | +66.8% | +188.4% |
| All | +55.5% | +2,082.9% | -2,027.4% | -53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling