+105.0%
GLDM vs ITUB
+85.0%
+20.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.0% |
| 7D | +4.7% | +3.7% | +1.0% | +4.1% |
| 30D | -0.9% | -24.1% | +23.2% | +2.4% |
| 3M | -4.3% | -9.6% | +5.3% | -4.2% |
| 6M | -13.4% | -11.6% | -1.8% | -13.1% |
| YTD | -5.8% | +5.5% | -11.3% | -6.9% |
| 1Y | +2.1% | +9.8% | -7.8% | +0.5% |
| 3Y | +105.0% | +84.7% | +20.3% | +92.6% |
| All | +105.0% | +85.0% | +20.0% | +92.6% |
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