+59.6%
VALE vs GTLB
-50.1%
+109.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.3% |
| 7D | -0.3% | -5.7% | +5.4% | 0.0% |
| 30D | +8.6% | +15.1% | -6.5% | +7.8% |
| 3M | +2.0% | +65.5% | -63.5% | -0.8% |
| 6M | +2.1% | +102.9% | -100.8% | -2.1% |
| YTD | +20.2% | +25.2% | -5.0% | +18.2% |
| 1Y | +55.2% | -5.5% | +60.7% | +54.8% |
| 3Y | +45.9% | -10.9% | +56.8% | +43.3% |
| All | +59.6% | -50.1% | +109.7% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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