+109.1%
GLD vs ITUB
+83.6%
+25.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +1.6% |
| 7D | +4.9% | +5.5% | -0.5% | +4.1% |
| 30D | -1.3% | -25.6% | +24.2% | +2.4% |
| 3M | -4.8% | -4.7% | -0.1% | -5.4% |
| 6M | -12.5% | -8.6% | -3.9% | -12.6% |
| YTD | -4.2% | +7.9% | -12.2% | -5.7% |
| 1Y | +3.0% | +11.2% | -8.2% | +1.1% |
| 3Y | +109.1% | +82.6% | +26.5% | +94.3% |
| All | +109.1% | +83.6% | +25.5% | +94.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling