+1,645.1%
VALE vs GSK
+233.9%
+1,411.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.3% |
| 7D | -3.2% | +0.2% | -3.4% | -3.3% |
| 30D | -15.1% | +5.4% | -20.5% | -17.8% |
| 3M | -18.7% | +0.9% | -19.6% | -19.8% |
| 6M | -31.5% | +0.7% | -32.2% | -32.8% |
| YTD | -11.4% | +5.6% | -17.0% | -16.3% |
| 1Y | -1.9% | +8.5% | -10.4% | -8.9% |
| 3Y | +1.7% | +63.8% | -62.1% | -30.8% |
| 5Y | +35.4% | +42.4% | -7.0% | -2.5% |
| 10Y | +204.8% | +102.3% | +102.5% | +66.1% |
| All | +1,645.1% | +233.9% | +1,411.3% | +642.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling