+3.6%
GAP vs ITUB
+181.1%
-177.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.2% |
| 7D | -1.9% | +1.9% | -3.8% | -2.2% |
| 30D | -7.1% | -22.2% | +15.1% | -3.5% |
| 3M | +4.1% | +2.7% | +1.4% | +2.2% |
| 6M | +1.9% | -3.0% | +4.9% | +1.0% |
| YTD | -15.2% | +7.5% | -22.7% | -17.4% |
| 1Y | -10.6% | +10.5% | -21.1% | -13.4% |
| 3Y | +74.6% | +81.0% | -6.4% | +53.8% |
| All | +3.6% | +181.1% | -177.6% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling