+2,276.6%
VALE vs GPN
+982.9%
+1,293.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.8% |
| 7D | -0.2% | -3.5% | +3.3% | +1.3% |
| 30D | +9.7% | +3.1% | +6.6% | +7.9% |
| 3M | +5.3% | +42.3% | -37.0% | -11.4% |
| 6M | +0.5% | +20.9% | -20.3% | -9.6% |
| YTD | +20.6% | +15.2% | +5.4% | +8.8% |
| 1Y | +57.6% | +5.4% | +52.2% | +46.9% |
| 3Y | +50.6% | -27.4% | +77.9% | +58.2% |
| 5Y | +41.8% | -44.2% | +86.1% | +59.9% |
| 10Y | +515.1% | +27.4% | +487.7% | +325.2% |
| All | +2,276.6% | +982.9% | +1,293.7% | +695.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling