+12.0%
GEHC vs ITUB
+180.6%
-168.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.0% | -5.0% | -3.5% |
| 7D | -5.2% | +8.2% | -13.4% | -7.0% |
| 30D | -7.0% | +4.7% | -11.7% | -8.1% |
| 3M | +3.3% | +13.0% | -9.7% | -0.4% |
| 6M | -10.0% | +4.2% | -14.2% | -11.2% |
| YTD | -18.5% | +18.6% | -37.0% | -22.2% |
| 1Y | -14.4% | +31.3% | -45.7% | -20.6% |
| 3Y | +3.4% | +124.9% | -121.5% | -13.7% |
| All | +12.0% | +180.6% | -168.7% | -9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling