+124.5%
GLD vs ITUB
+125.3%
-0.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.1% |
| 7D | +0.7% | +8.2% | -7.5% | -0.6% |
| 30D | +0.3% | +4.7% | -4.4% | -0.6% |
| 3M | +0.6% | +13.0% | -12.4% | -1.6% |
| 6M | -15.6% | +4.2% | -19.8% | -16.3% |
| YTD | +0.9% | +18.6% | -17.7% | -0.8% |
| 1Y | +19.4% | +31.3% | -11.9% | +16.4% |
| 3Y | +124.5% | +124.9% | -0.4% | +109.6% |
| All | +124.5% | +125.3% | -0.8% | +109.6% |
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