+112.4%
GLDM vs ITUB
+179.9%
-67.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.3% | -1.4% |
| 7D | -2.0% | +3.7% | -5.7% | -2.3% |
| 30D | -4.4% | -24.9% | +20.5% | -2.2% |
| 3M | -8.8% | +0.8% | -9.6% | -9.5% |
| 6M | -15.9% | -6.6% | -9.3% | -15.9% |
| YTD | -7.7% | +7.8% | -15.5% | -8.3% |
| 1Y | -3.6% | +7.4% | -11.0% | -4.3% |
| 3Y | +105.2% | +78.8% | +26.5% | +98.4% |
| All | +112.4% | +179.9% | -67.5% | +99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling