+17.5%
VALE vs GTLB
-49.4%
+66.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.6% |
| 7D | -3.2% | -0.7% | -2.4% | -3.2% |
| 30D | -15.1% | -10.2% | -4.8% | -14.7% |
| 3M | -18.7% | +10.1% | -28.8% | -19.2% |
| 6M | -31.5% | +116.5% | -147.9% | -34.5% |
| YTD | -11.4% | +27.2% | -38.6% | -13.1% |
| 1Y | -1.9% | +8.6% | -10.4% | -2.9% |
| 3Y | +1.7% | +5.6% | -3.9% | -1.1% |
| 5Y | +35.4% | -61.8% | +97.2% | +27.3% |
| All | +17.5% | -49.4% | +66.9% | +9.7% |
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