+3.1%
GLDM vs ITUB
+9.0%
-5.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.3% | +0.4% | +3.1% |
| 7D | -0.3% | -1.6% | +1.3% | 0.0% |
| 30D | -1.9% | -26.6% | +24.8% | +3.3% |
| 3M | -0.4% | -11.1% | +10.7% | -0.8% |
| 6M | -10.1% | -13.1% | +3.0% | -9.9% |
| YTD | -5.8% | +3.9% | -9.7% | -8.0% |
| 1Y | +3.1% | +9.8% | -6.6% | +0.5% |
| All | +3.1% | +9.0% | -5.9% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling