+46.4%
GH vs ITUB
+181.1%
-134.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.2% | -4.2% | -2.7% |
| 7D | +0.6% | +1.9% | -1.3% | -0.1% |
| 30D | -6.9% | -22.2% | +15.3% | -0.2% |
| 3M | -4.9% | +2.7% | -7.6% | -8.9% |
| 6M | +54.1% | -3.0% | +57.0% | +50.6% |
| YTD | +48.5% | +7.5% | +41.0% | +38.3% |
| 1Y | +61.2% | +10.5% | +50.7% | +48.5% |
| 3Y | +570.3% | +81.0% | +489.4% | +407.8% |
| All | +46.4% | +181.1% | -134.8% | -5.8% |
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 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