+43.3%
VALE vs GRMN
+73.8%
-30.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | -1.8% | -1.4% | -0.4% | -1.5% |
| 30D | +6.7% | -13.1% | +19.7% | +10.2% |
| 3M | +4.9% | +14.9% | -10.0% | +0.7% |
| 6M | +3.6% | +13.1% | -9.5% | -0.2% |
| YTD | +21.9% | +35.3% | -13.4% | +12.2% |
| 1Y | +61.6% | +16.0% | +45.6% | +53.7% |
| 3Y | +52.1% | +179.6% | -127.5% | +8.0% |
| All | +43.3% | +73.8% | -30.5% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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