-9.8%
GDDY vs ITUB
+10.1%
-19.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +13.4% | -1.0% | +14.5% | +13.4% |
| 30D | +22.3% | -28.1% | +50.5% | +23.0% |
| 3M | +30.9% | -11.1% | +42.0% | +32.2% |
| 6M | +37.3% | -14.0% | +51.3% | +38.8% |
| YTD | -3.2% | +4.1% | -7.2% | -3.9% |
| 1Y | -9.8% | +8.5% | -18.2% | -11.1% |
| All | -9.8% | +10.1% | -19.8% | -11.1% |
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