+23.2%
GH vs ITUB
+185.6%
-162.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.7% | -5.0% | -3.2% |
| 7D | -1.2% | +1.0% | -2.2% | -1.6% |
| 30D | -3.7% | +10.7% | -14.4% | -7.1% |
| 3M | +21.7% | +10.1% | +11.6% | +17.2% |
| 6M | +75.7% | -0.1% | +75.9% | +74.3% |
| YTD | +55.7% | +18.4% | +37.3% | +45.5% |
| 1Y | +181.1% | +31.3% | +149.8% | +153.6% |
| 3Y | +371.6% | +124.6% | +247.0% | +259.0% |
| 5Y | +23.2% | +192.0% | -168.8% | -14.3% |
| All | +23.2% | +185.6% | -162.4% | -14.3% |
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