+100.4%
GD vs ITUB
+173.2%
-72.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -0.9% |
| 7D | +1.9% | +1.1% | +0.8% | +1.8% |
| 30D | +9.2% | -25.4% | +34.7% | +12.3% |
| 3M | -7.5% | -0.3% | -7.2% | -8.5% |
| 6M | +5.8% | -8.0% | +13.7% | +5.5% |
| YTD | +9.8% | +5.2% | +4.6% | +6.9% |
| 1Y | +5.8% | +7.4% | -1.6% | +2.6% |
| 3Y | +58.0% | +74.5% | -16.5% | +41.6% |
| 5Y | +100.4% | +175.8% | -75.4% | +61.5% |
| All | +100.4% | +173.2% | -72.8% | +61.5% |
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 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