+2,275.1%
VALE vs GRMN
+4,779.7%
-2,504.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +1.6% | -2.9% | +4.5% | +2.8% |
| 30D | +5.1% | -8.4% | +13.6% | +8.9% |
| 3M | -0.4% | +15.0% | -15.4% | -7.2% |
| 6M | -2.2% | +11.2% | -13.4% | -7.7% |
| YTD | +20.5% | +37.7% | -17.2% | +3.4% |
| 1Y | +61.2% | +18.5% | +42.7% | +46.3% |
| 3Y | +43.1% | +175.8% | -132.7% | -14.4% |
| 5Y | +34.0% | +75.1% | -41.1% | -4.4% |
| 10Y | +469.7% | +637.0% | -167.4% | +121.9% |
| All | +2,275.1% | +4,779.7% | -2,504.6% | +379.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling