+2,320.2%
VALE vs GWW
+3,200.5%
-880.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +3.6% |
| 7D | +2.9% | -1.5% | +4.4% | +3.7% |
| 30D | +8.8% | +1.1% | +7.7% | +7.7% |
| 3M | +6.8% | -1.0% | +7.8% | +6.4% |
| 6M | +6.9% | +16.3% | -9.4% | -4.3% |
| YTD | +22.8% | +28.5% | -5.7% | +2.5% |
| 1Y | +61.3% | +30.3% | +31.0% | +32.9% |
| 3Y | +53.3% | +91.6% | -38.3% | -6.5% |
| 5Y | +44.9% | +224.0% | -179.1% | -43.4% |
| 10Y | +486.8% | +551.3% | -64.5% | +18.1% |
| All | +2,320.2% | +3,200.5% | -880.4% | +61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling