+1,259.1%
GD vs ITUB
+1,920.1%
-661.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | -5.3% | +8.7% | -14.0% | -6.9% |
| 30D | -6.4% | -0.7% | -5.7% | -6.4% |
| 3M | +5.7% | +7.8% | -2.1% | +3.8% |
| 6M | -0.9% | -3.4% | +2.5% | -0.9% |
| YTD | +8.2% | +16.3% | -8.1% | +3.9% |
| 1Y | +13.4% | +29.8% | -16.4% | +6.3% |
| 3Y | +68.5% | +111.1% | -42.6% | +40.4% |
| 5Y | +97.2% | +173.6% | -76.4% | +51.2% |
| 10Y | +190.2% | +193.2% | -3.1% | +105.4% |
| All | +1,259.1% | +1,920.1% | -661.0% | +569.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling