+211.8%
GLD vs ITUB
+176.3%
+35.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.2% |
| 7D | -2.0% | +3.7% | -5.7% | -2.1% |
| 30D | -4.4% | -24.9% | +20.5% | -3.3% |
| 3M | -8.9% | +0.8% | -9.7% | -9.2% |
| 6M | -16.0% | -6.6% | -9.4% | -15.9% |
| YTD | -7.9% | +7.8% | -15.7% | -8.2% |
| 1Y | -3.9% | +7.4% | -11.2% | -4.2% |
| 3Y | +103.4% | +78.8% | +24.7% | +99.7% |
| 5Y | +109.7% | +179.9% | -70.2% | +103.7% |
| 10Y | +211.8% | +170.9% | +41.0% | +194.3% |
| All | +211.8% | +176.3% | +35.6% | +194.3% |
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