+296.0%
GDX vs ITUB
+220.1%
+75.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.0% |
| 7D | -2.2% | +2.2% | -4.4% | -2.6% |
| 30D | +6.8% | +12.6% | -5.9% | +4.4% |
| 3M | +24.9% | +6.4% | +18.5% | +23.4% |
| 6M | -4.2% | +0.6% | -4.8% | -4.4% |
| YTD | +13.2% | +18.8% | -5.6% | +10.3% |
| 1Y | +40.2% | +31.0% | +9.2% | +34.4% |
| 3Y | +249.6% | +118.1% | +131.5% | +210.1% |
| 5Y | +230.4% | +193.0% | +37.3% | +178.9% |
| All | +296.0% | +220.1% | +75.9% | +172.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling