+7.2%
GEHC vs ITUB
+181.3%
-174.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.6% |
| 7D | -7.2% | +2.2% | -9.4% | -7.7% |
| 30D | -11.6% | +12.6% | -24.2% | -14.1% |
| 3M | -0.8% | +6.4% | -7.3% | -2.9% |
| 6M | -11.9% | +0.6% | -12.5% | -12.4% |
| YTD | -21.9% | +18.8% | -40.8% | -25.6% |
| 1Y | -17.8% | +31.0% | -48.8% | -23.8% |
| 3Y | -3.5% | +118.1% | -121.6% | -19.3% |
| All | +7.2% | +181.3% | -174.1% | -13.1% |
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