+947.4%
GFI vs ITUB
+1,957.3%
-1,009.8%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.7% | -5.6% | -3.6% |
| 7D | -5.1% | +1.0% | -6.1% | -5.4% |
| 30D | +13.4% | +10.7% | +2.7% | +10.4% |
| 3M | +36.2% | +10.1% | +26.2% | +32.6% |
| 6M | -9.8% | -0.1% | -9.7% | -9.8% |
| YTD | +7.7% | +18.4% | -10.7% | +3.3% |
| 1Y | +27.2% | +31.3% | -4.1% | +18.8% |
| 3Y | +300.3% | +124.6% | +175.7% | +223.7% |
| 5Y | +539.8% | +192.0% | +347.8% | +367.4% |
| 10Y | +1,058.5% | +216.0% | +842.5% | +627.0% |
| All | +947.4% | +1,957.3% | -1,009.8% | +493.7% |
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 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