+722.8%
GLD vs ITUB
+1,033.3%
-310.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.3% | -1.2% |
| 7D | -2.0% | +3.7% | -5.7% | -2.2% |
| 30D | -4.4% | -24.9% | +20.5% | -3.1% |
| 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% | -8.4% |
| 1Y | -3.9% | +7.4% | -11.2% | -4.5% |
| 3Y | +103.4% | +78.8% | +24.7% | +96.9% |
| 5Y | +109.7% | +179.9% | -70.2% | +97.7% |
| 10Y | +211.8% | +170.9% | +41.0% | +187.6% |
| All | +722.8% | +1,033.3% | -310.5% | +519.0% |
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