+233.6%
GDX vs ITUB
+186.4%
+47.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.8% | +3.8% | +1.9% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | +9.9% | +2.6% | +7.3% | +9.0% |
| 3M | +28.2% | +8.4% | +19.8% | +24.9% |
| 6M | -2.9% | -0.5% | -2.4% | -2.8% |
| YTD | +16.0% | +15.3% | +0.7% | +12.4% |
| 1Y | +49.9% | +28.7% | +21.2% | +41.5% |
| 3Y | +263.6% | +118.7% | +144.9% | +205.5% |
| 5Y | +233.6% | +182.7% | +50.9% | +161.5% |
| All | +233.6% | +186.4% | +47.2% | +161.5% |
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 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