+41.2%
GDX vs ITUB
+31.7%
+9.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.7% | -6.2% | -5.1% |
| 7D | -5.4% | +1.0% | -6.4% | -6.1% |
| 30D | +6.6% | +10.7% | -4.2% | -0.2% |
| 3M | +30.1% | +10.1% | +20.0% | +21.4% |
| 6M | -7.1% | -0.1% | -7.0% | -7.9% |
| YTD | +12.0% | +18.4% | -6.5% | +5.7% |
| 1Y | +41.2% | +31.3% | +9.9% | +24.7% |
| All | +41.2% | +31.7% | +9.6% | +24.7% |
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