+1,036.1%
GFI vs ITUB
+220.1%
+816.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -2.7% | +2.2% | -4.9% | -3.1% |
| 30D | +13.2% | +12.6% | +0.6% | +10.8% |
| 3M | +28.5% | +6.4% | +22.1% | +26.8% |
| 6M | -6.2% | +0.6% | -6.8% | -6.3% |
| YTD | +8.7% | +18.8% | -10.1% | +6.0% |
| 1Y | +24.8% | +31.0% | -6.2% | +19.9% |
| 3Y | +298.0% | +118.1% | +180.0% | +255.5% |
| 5Y | +546.0% | +193.0% | +353.0% | +450.0% |
| All | +1,036.1% | +220.1% | +816.0% | +644.8% |
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