+215.1%
GDXJ vs ITUB
+220.1%
-5.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.0% |
| 7D | -2.8% | +2.2% | -5.0% | -3.4% |
| 30D | +5.0% | +12.6% | -7.7% | +1.7% |
| 3M | +24.1% | +6.4% | +17.7% | +21.9% |
| 6M | -7.4% | +0.6% | -7.9% | -7.5% |
| YTD | +10.2% | +18.8% | -8.6% | +6.1% |
| 1Y | +42.5% | +31.0% | +11.5% | +34.0% |
| 3Y | +285.7% | +118.1% | +167.6% | +221.3% |
| 5Y | +231.9% | +193.0% | +38.8% | +154.6% |
| All | +215.1% | +220.1% | -5.0% | +87.7% |
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 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