+399.9%
GH vs ITUB
+126.8%
+273.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.2% | -0.8% |
| 7D | -2.1% | +8.2% | -10.3% | -4.3% |
| 30D | -4.5% | +4.7% | -9.2% | -5.8% |
| 3M | +28.9% | +13.0% | +15.9% | +24.0% |
| 6M | +76.5% | +4.2% | +72.3% | +73.4% |
| YTD | +57.6% | +18.6% | +39.0% | +49.1% |
| 1Y | +167.5% | +31.3% | +136.3% | +145.8% |
| 3Y | +377.4% | +124.9% | +252.5% | +278.1% |
| 5Y | +23.8% | +195.6% | -171.8% | -10.2% |
| All | +399.9% | +126.8% | +273.2% | +267.5% |
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