+60.1%
VALE vs GTLB
-49.8%
+109.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.1% |
| 7D | -0.2% | -4.1% | +3.9% | 0.0% |
| 30D | +9.7% | +12.3% | -2.6% | +9.0% |
| 3M | +5.3% | +65.9% | -60.6% | +2.4% |
| 6M | +0.5% | +104.0% | -103.4% | -3.6% |
| YTD | +20.6% | +26.0% | -5.4% | +18.5% |
| 1Y | +57.6% | -3.5% | +61.1% | +57.1% |
| 3Y | +50.6% | -9.6% | +60.2% | +47.7% |
| All | +60.1% | -49.8% | +109.9% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling