+190.6%
GD vs ITUB
+192.5%
-2.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.0% | -2.7% | -1.2% |
| 7D | -3.5% | +8.2% | -11.7% | -5.1% |
| 30D | -9.0% | +4.7% | -13.7% | -10.0% |
| 3M | +5.1% | +13.0% | -7.9% | +2.2% |
| 6M | -1.0% | +4.2% | -5.2% | -2.5% |
| YTD | +7.3% | +18.6% | -11.2% | +2.5% |
| 1Y | +12.4% | +31.3% | -18.8% | +4.8% |
| 3Y | +73.7% | +124.9% | -51.2% | +41.1% |
| 5Y | +93.8% | +195.6% | -101.9% | +42.6% |
| 10Y | +190.6% | +196.4% | -5.8% | +106.2% |
| All | +190.6% | +192.5% | -2.0% | +106.2% |
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 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