+25.2%
GFS vs ITUB
+5.2%
+20.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | 0.0% |
| 7D | +17.2% | +1.1% | +16.1% | +17.0% |
| 30D | -8.7% | -25.4% | +16.7% | -3.2% |
| 3M | -19.7% | -0.3% | -19.4% | -24.1% |
| 6M | -40.7% | -8.0% | -32.7% | -42.2% |
| YTD | +22.5% | +5.2% | +17.3% | +19.8% |
| 1Y | +25.2% | +7.4% | +17.8% | +22.7% |
| All | +25.2% | +5.2% | +20.0% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling