+627.7%
GEV vs ITUB
+58.8%
+568.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.7% | -0.9% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | -4.0% | +2.6% | -6.6% | -5.2% |
| 3M | +3.4% | +8.4% | -5.0% | -0.3% |
| 6M | +14.7% | -0.5% | +15.2% | +14.4% |
| YTD | +45.8% | +15.3% | +30.5% | +38.2% |
| 1Y | +57.4% | +28.7% | +28.7% | +42.8% |
| All | +627.7% | +58.8% | +568.8% | +511.3% |
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