+5.8%
GAP vs ITUB
+186.4%
-180.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.8% | -1.8% | -4.0% |
| 7D | -3.2% | 0.0% | -3.2% | -3.2% |
| 30D | -0.7% | +2.6% | -3.3% | -1.2% |
| 3M | -0.5% | +8.4% | -8.9% | -2.2% |
| 6M | -5.0% | -0.5% | -4.4% | -5.1% |
| YTD | -14.7% | +15.3% | -29.9% | -17.0% |
| 1Y | -8.6% | +28.7% | -37.4% | -13.0% |
| 3Y | +108.4% | +118.7% | -10.3% | +78.5% |
| 5Y | +5.8% | +182.7% | -176.9% | -13.2% |
| All | +5.8% | +186.4% | -180.6% | -13.2% |
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