+247.2%
GIS vs ITUB
+1,959.7%
-1,712.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.0% | -3.5% | -1.7% |
| 7D | -8.3% | +8.2% | -16.5% | -9.0% |
| 30D | +2.2% | +4.7% | -2.5% | +1.7% |
| 3M | +15.7% | +13.0% | +2.7% | +14.2% |
| 6M | -12.0% | +4.2% | -16.1% | -12.6% |
| YTD | -15.0% | +18.6% | -33.5% | -16.7% |
| 1Y | -20.1% | +31.3% | -51.4% | -22.6% |
| 3Y | -34.6% | +124.9% | -159.5% | -40.1% |
| 5Y | -22.8% | +195.6% | -218.5% | -32.0% |
| 10Y | -18.5% | +196.4% | -214.9% | -31.1% |
| All | +247.2% | +1,959.7% | -1,712.6% | +144.5% |
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