+73.8%
VALE vs GRAB
-74.3%
+148.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.7% | -0.5% |
| 7D | -0.3% | -10.8% | +10.6% | +0.8% |
| 30D | +8.6% | -15.5% | +24.1% | +10.4% |
| 3M | +2.0% | -9.0% | +10.9% | +2.7% |
| 6M | +2.1% | -21.6% | +23.7% | +4.3% |
| YTD | +20.2% | -38.9% | +59.1% | +25.5% |
| 1Y | +55.2% | -44.8% | +100.0% | +63.3% |
| 3Y | +45.9% | -18.4% | +64.3% | +46.5% |
| 5Y | +41.4% | -71.6% | +113.0% | +45.1% |
| All | +73.8% | -74.3% | +148.1% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 GRAB 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