+150.7%
GDX vs ITUB
+181.1%
-30.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.9% |
| 7D | -6.8% | +1.9% | -8.7% | -7.3% |
| 30D | -2.1% | -22.2% | +20.1% | +3.9% |
| 3M | -7.5% | +2.7% | -10.2% | -10.2% |
| 6M | -15.2% | -3.0% | -12.2% | -16.2% |
| YTD | -4.8% | +7.5% | -12.3% | -7.7% |
| 1Y | +6.7% | +10.5% | -3.7% | +2.7% |
| 3Y | +212.7% | +81.0% | +131.7% | +166.9% |
| All | +150.7% | +181.1% | -30.4% | +90.6% |
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