+390.3%
GDDY vs ITUB
+236.1%
+154.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | -3.2% | +2.2% | -5.4% | -3.7% |
| 30D | +6.8% | +12.6% | -5.8% | +4.2% |
| 3M | +30.5% | +6.4% | +24.1% | +28.3% |
| 6M | +13.3% | +0.6% | +12.7% | +12.4% |
| YTD | -21.0% | +18.8% | -39.8% | -24.7% |
| 1Y | -34.0% | +31.0% | -65.0% | -38.5% |
| 3Y | +33.1% | +118.1% | -85.0% | +9.4% |
| 5Y | +30.3% | +193.0% | -162.7% | -2.6% |
| 10Y | +205.5% | +217.1% | -11.6% | +109.9% |
| All | +390.3% | +236.1% | +154.3% | +224.5% |
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 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