-11.6%
GIS vs ITUB
+1.4%
-13.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.8% | +1.2% | -1.7% |
| 7D | -8.6% | 0.0% | -8.6% | -8.6% |
| 30D | -0.5% | +2.6% | -3.0% | -0.5% |
| 3M | +11.9% | +8.4% | +3.5% | +11.2% |
| 6M | -11.6% | -0.5% | -11.0% | -12.5% |
| All | -11.6% | +1.4% | -13.0% | -12.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling