+56.1%
VALE vs GWRE
+736.4%
-680.3%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | -0.2% | -30.9% | +30.7% | +7.6% |
| 30D | +9.7% | -20.7% | +30.4% | +14.3% |
| 3M | +5.3% | +20.2% | -14.9% | -1.8% |
| 6M | +0.5% | -11.9% | +12.4% | -0.5% |
| YTD | +20.6% | -30.3% | +50.9% | +25.7% |
| 1Y | +57.6% | -44.6% | +102.2% | +74.4% |
| 3Y | +50.6% | +48.8% | +1.8% | +20.5% |
| 5Y | +41.8% | +14.8% | +27.1% | +19.4% |
| 10Y | +515.1% | +128.1% | +387.0% | +301.3% |
| All | +56.1% | +736.4% | -680.3% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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