+170.5%
GD vs ITUB
+176.3%
-5.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.2% | -0.5% |
| 7D | +0.6% | +3.7% | -3.1% | -0.1% |
| 30D | +9.5% | -24.9% | +34.4% | +15.1% |
| 3M | -5.8% | +0.8% | -6.6% | -7.4% |
| 6M | +7.7% | -6.6% | +14.4% | +7.4% |
| YTD | +11.1% | +7.8% | +3.2% | +6.5% |
| 1Y | +6.1% | +7.4% | -1.3% | +1.8% |
| 3Y | +59.8% | +78.8% | -18.9% | +34.3% |
| 5Y | +104.6% | +179.9% | -75.3% | +49.2% |
| 10Y | +170.5% | +170.9% | -0.3% | +97.5% |
| All | +170.5% | +176.3% | -5.7% | +97.5% |
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