-28.2%
GDDY vs ITUB
+30.0%
-58.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.2% | +7.7% | +6.4% |
| 7D | +3.1% | +1.0% | +2.1% | +3.2% |
| 30D | +10.1% | +11.3% | -1.2% | +10.9% |
| 3M | +37.0% | +4.1% | +32.9% | +37.3% |
| 6M | +28.6% | +5.2% | +23.4% | +28.3% |
| YTD | -15.8% | +17.4% | -33.2% | -17.3% |
| All | -28.2% | +30.0% | -58.2% | -31.0% |
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