+40.9%
VALE vs GPN
-44.7%
+85.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -0.3% | -4.6% | +4.3% | +0.6% |
| 30D | +8.6% | -0.3% | +8.9% | +8.6% |
| 3M | +2.0% | +35.4% | -33.5% | -4.4% |
| 6M | +2.1% | +21.7% | -19.5% | -2.4% |
| YTD | +20.2% | +14.9% | +5.3% | +15.5% |
| 1Y | +55.2% | +3.2% | +52.0% | +52.2% |
| 3Y | +45.9% | -27.1% | +73.0% | +51.5% |
| All | +40.9% | -44.7% | +85.6% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 5y: compounded portfolio wealth divided by compounded GPN 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…
5y analysis · Full analysis span regression · 6 months rolling