-2.7%
GFS vs ITUB
+210.3%
-212.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.2% | -0.9% |
| 7D | +2.6% | +8.2% | -5.6% | +0.1% |
| 30D | -16.4% | +4.7% | -21.1% | -17.7% |
| 3M | -41.6% | +13.0% | -54.6% | -44.0% |
| 6M | -3.7% | +4.2% | -7.9% | -5.3% |
| YTD | +29.3% | +18.6% | +10.7% | +22.7% |
| 1Y | +37.1% | +31.3% | +5.9% | +26.1% |
| 3Y | -22.1% | +124.9% | -147.0% | -37.7% |
| All | -2.7% | +210.3% | -212.9% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling