+159.7%
GILD vs ITUB
+220.1%
-60.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.8% |
| 7D | -4.8% | +2.2% | -7.0% | -5.1% |
| 30D | +5.8% | +12.6% | -6.8% | +4.4% |
| 3M | +14.9% | +6.4% | +8.5% | +14.0% |
| 6M | -0.4% | +0.6% | -0.9% | -0.7% |
| YTD | +18.5% | +18.8% | -0.3% | +15.9% |
| 1Y | +25.1% | +31.0% | -5.9% | +21.0% |
| 3Y | +105.9% | +118.1% | -12.2% | +87.3% |
| 5Y | +143.0% | +193.0% | -50.0% | +111.4% |
| All | +159.7% | +220.1% | -60.4% | +122.2% |
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