+109.4%
GAP vs ITUB
+120.1%
-10.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.7% | -4.8% | -2.7% |
| 7D | -6.3% | +1.0% | -7.3% | -6.5% |
| 30D | -0.2% | +10.7% | -10.9% | -2.5% |
| 3M | 0.0% | +10.1% | -10.0% | -2.3% |
| 6M | -8.1% | -0.1% | -8.0% | -8.4% |
| YTD | -16.5% | +18.4% | -34.9% | -19.1% |
| 1Y | -10.5% | +31.3% | -41.7% | -15.0% |
| All | +109.4% | +120.1% | -10.7% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling