+106.6%
GLDM vs ITUB
+77.6%
+28.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.2% | -0.4% | -2.3% |
| 7D | +2.9% | +4.9% | -2.0% | +2.2% |
| 30D | -3.9% | -27.2% | +23.3% | 0.0% |
| 3M | -8.1% | -6.1% | -2.0% | -8.6% |
| 6M | -14.7% | -10.7% | -4.0% | -14.5% |
| YTD | -6.6% | +5.5% | -12.1% | -7.7% |
| 1Y | -2.1% | +7.8% | -9.9% | -3.4% |
| All | +106.6% | +77.6% | +28.9% | +89.5% |
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 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