+2,275.1%
VALE vs GPC
+694.4%
+1,580.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -1.0% |
| 7D | +1.6% | +1.2% | +0.4% | +0.8% |
| 30D | +5.1% | +6.0% | -0.8% | +0.9% |
| 3M | -0.4% | +42.6% | -43.0% | -23.6% |
| 6M | -2.2% | +22.8% | -25.0% | -17.2% |
| YTD | +20.5% | +15.5% | +5.1% | +4.9% |
| 1Y | +61.2% | +2.0% | +59.1% | +52.1% |
| 3Y | +43.1% | -1.4% | +44.6% | +28.6% |
| 5Y | +34.0% | +30.6% | +3.4% | -9.1% |
| 10Y | +469.7% | +80.6% | +389.1% | +168.1% |
| All | +2,275.1% | +694.4% | +1,580.7% | +243.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling