+177.4%
GD vs ITUB
+143.4%
+34.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.3% | 0.0% | +1.8% |
| 7D | -3.0% | +5.5% | -8.5% | -4.1% |
| 30D | +9.3% | -25.6% | +34.9% | +15.0% |
| 3M | -7.2% | -4.7% | -2.5% | -7.7% |
| 6M | +5.5% | -8.6% | +14.1% | +5.7% |
| YTD | +9.5% | +7.9% | +1.5% | +5.1% |
| 1Y | +6.4% | +11.2% | -4.8% | +1.4% |
| 3Y | +59.8% | +82.6% | -22.8% | +34.1% |
| 5Y | +98.0% | +192.7% | -94.7% | +43.5% |
| 10Y | +177.4% | +144.7% | +32.7% | +104.0% |
| All | +177.4% | +143.4% | +34.0% | +104.0% |
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