+202.4%
VALE vs GPC
+85.0%
+117.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.7% | -2.5% | -2.9% |
| 7D | +5.5% | +0.4% | +5.1% | +5.3% |
| 30D | -15.0% | -1.8% | -13.2% | -14.6% |
| 3M | -20.0% | -6.6% | -13.4% | -18.0% |
| 6M | -28.4% | +21.3% | -49.7% | -35.6% |
| YTD | -8.6% | +4.3% | -12.9% | -12.8% |
| 1Y | +2.0% | +3.3% | -1.3% | -2.4% |
| 3Y | +4.1% | +0.8% | +3.3% | -3.6% |
| 5Y | +46.4% | +7.4% | +39.0% | +25.4% |
| 10Y | +202.4% | +79.2% | +123.2% | +78.6% |
| All | +202.4% | +85.0% | +117.4% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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