+40.9%
VALE vs GSK
+47.2%
-6.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.3% | -3.5% | +3.3% | +0.6% |
| 30D | +8.6% | -3.4% | +12.1% | +9.4% |
| 3M | +2.0% | -8.1% | +10.1% | +3.8% |
| 6M | +2.1% | -11.1% | +13.3% | +4.9% |
| YTD | +20.2% | +0.7% | +19.5% | +19.4% |
| 1Y | +55.2% | +20.1% | +35.0% | +47.4% |
| 3Y | +45.9% | +46.1% | -0.2% | +29.7% |
| All | +40.9% | +47.2% | -6.3% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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