+225.3%
GLDM vs ITUB
+139.6%
+85.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.4% | +1.8% |
| 7D | +5.0% | +5.5% | -0.5% | +4.7% |
| 30D | -1.3% | -25.6% | +24.3% | -0.1% |
| 3M | -4.7% | -4.7% | 0.0% | -4.7% |
| 6M | -12.4% | -8.6% | -3.8% | -12.3% |
| YTD | -4.1% | +7.9% | -12.0% | -4.3% |
| 1Y | +3.3% | +11.2% | -7.9% | +3.0% |
| 3Y | +110.9% | +82.6% | +28.3% | +107.7% |
| 5Y | +124.8% | +192.7% | -67.9% | +120.0% |
| All | +225.3% | +139.6% | +85.8% | +210.0% |
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 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