+491.2%
VALE vs GPC
+87.0%
+404.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.7% |
| 7D | -0.2% | -1.8% | +1.6% | +0.5% |
| 30D | +9.7% | +0.1% | +9.7% | +9.6% |
| 3M | +5.3% | +37.4% | -32.1% | -10.2% |
| 6M | +0.5% | +25.4% | -24.9% | -10.6% |
| YTD | +20.6% | +12.2% | +8.4% | +11.8% |
| 1Y | +57.6% | -0.3% | +57.9% | +54.0% |
| 3Y | +50.6% | -1.6% | +52.1% | +41.9% |
| 5Y | +41.8% | +31.0% | +10.9% | +9.0% |
| All | +491.2% | +87.0% | +404.1% | +264.7% |
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