+43.1%
GFS vs ITUB
+28.5%
+14.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.8% | +4.7% | +3.2% |
| 7D | +4.5% | 0.0% | +4.5% | +4.4% |
| 30D | -8.2% | +2.6% | -10.8% | -9.6% |
| 3M | -38.9% | +8.4% | -47.3% | -41.6% |
| 6M | -2.9% | -0.5% | -2.3% | -4.2% |
| YTD | +31.8% | +15.3% | +16.5% | +24.9% |
| 1Y | +43.1% | +28.7% | +14.4% | +21.8% |
| All | +43.1% | +28.5% | +14.6% | +21.8% |
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 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