+41.8%
VALE vs GWW
+219.8%
-177.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -0.9% |
| 7D | -0.2% | -3.1% | +3.0% | +0.5% |
| 30D | +9.7% | -2.3% | +12.1% | +10.2% |
| 3M | +5.3% | -3.3% | +8.6% | +5.7% |
| 6M | +0.5% | +15.4% | -14.8% | -3.2% |
| YTD | +20.6% | +26.7% | -6.1% | +13.8% |
| 1Y | +57.6% | +29.0% | +28.6% | +48.0% |
| 3Y | +50.6% | +89.0% | -38.4% | +30.4% |
| 5Y | +41.8% | +221.8% | -179.9% | +7.5% |
| All | +41.8% | +219.8% | -177.9% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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