-25.7%
GIS vs ITUB
+186.2%
-211.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -6.4% | +2.2% | -8.6% | -6.5% |
| 30D | -6.1% | +12.6% | -18.7% | -6.8% |
| 3M | +7.8% | +6.4% | +1.4% | +7.3% |
| 6M | -8.8% | +0.6% | -9.4% | -9.0% |
| YTD | -19.1% | +18.8% | -38.0% | -20.5% |
| 1Y | -24.8% | +31.0% | -55.8% | -26.7% |
| 3Y | -37.6% | +118.1% | -155.6% | -41.9% |
| All | -25.7% | +186.2% | -211.8% | -33.0% |
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