+5.9%
GD vs ITUB
+8.7%
-2.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.7% |
| 7D | -5.0% | +3.7% | -8.7% | -5.1% |
| 30D | +8.9% | -24.1% | +33.0% | +9.8% |
| 3M | -8.0% | -9.6% | +1.5% | -8.6% |
| 6M | +2.9% | -11.5% | +14.4% | +2.1% |
| YTD | +7.1% | +5.5% | +1.6% | -0.2% |
| 1Y | +5.9% | +9.9% | -3.9% | -2.4% |
| All | +5.9% | +8.7% | -2.8% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling