-2.4%
GFS vs ITUB
+204.3%
-206.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.8% |
| 7D | +1.0% | +8.7% | -7.7% | -1.7% |
| 30D | -8.6% | -0.7% | -7.9% | -8.6% |
| 3M | -46.5% | +7.8% | -54.3% | -47.9% |
| 6M | -4.8% | -3.4% | -1.4% | -4.3% |
| YTD | +29.7% | +16.3% | +13.4% | +23.8% |
| 1Y | +35.8% | +29.8% | +6.0% | +25.4% |
| 3Y | -18.3% | +111.1% | -129.4% | -33.7% |
| All | -2.4% | +204.3% | -206.7% | -27.1% |
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