+30.4%
GDDY vs ITUB
+186.2%
-155.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | -3.2% | +2.2% | -5.4% | -3.5% |
| 30D | +6.8% | +12.6% | -5.8% | +5.2% |
| 3M | +30.5% | +6.4% | +24.1% | +29.1% |
| 6M | +13.3% | +0.6% | +12.7% | +12.8% |
| YTD | -21.0% | +18.8% | -39.8% | -23.7% |
| 1Y | -34.0% | +31.0% | -65.0% | -37.4% |
| 3Y | +33.1% | +118.1% | -85.0% | +14.6% |
| All | +30.4% | +186.2% | -155.8% | +5.0% |
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 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