+388.8%
GH vs ITUB
+127.3%
+261.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -2.5% | +2.2% | -4.7% | -3.2% |
| 30D | -4.7% | +12.6% | -17.3% | -8.0% |
| 3M | +20.2% | +6.4% | +13.8% | +17.7% |
| 6M | +78.8% | +0.6% | +78.2% | +77.3% |
| YTD | +54.1% | +18.8% | +35.2% | +45.6% |
| 1Y | +177.1% | +31.0% | +146.1% | +154.6% |
| 3Y | +371.6% | +118.1% | +253.5% | +276.2% |
| 5Y | +21.9% | +193.0% | -171.1% | -11.4% |
| All | +388.8% | +127.3% | +261.4% | +258.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling