+27.9%
GAP vs ITUB
+220.1%
-192.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.7% |
| 7D | -4.1% | +2.2% | -6.3% | -4.9% |
| 30D | +6.2% | +12.6% | -6.4% | +1.4% |
| 3M | -0.7% | +6.4% | -7.1% | -3.4% |
| 6M | -7.1% | +0.6% | -7.7% | -8.0% |
| YTD | -14.1% | +18.8% | -32.9% | -20.3% |
| 1Y | -8.5% | +31.0% | -39.5% | -18.6% |
| 3Y | +115.4% | +118.1% | -2.7% | +51.9% |
| 5Y | +9.8% | +193.0% | -183.2% | -36.4% |
| All | +27.9% | +220.1% | -192.2% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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