+248.5%
GLDM vs ITUB
+158.1%
+90.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | -0.5% | +8.7% | -9.2% | -0.9% |
| 30D | +4.4% | -0.7% | +5.1% | +4.4% |
| 3M | -1.1% | +7.8% | -8.9% | -1.4% |
| 6M | -13.7% | -3.4% | -10.3% | -13.6% |
| YTD | +2.8% | +16.3% | -13.5% | +2.4% |
| 1Y | +24.8% | +29.8% | -5.0% | +24.0% |
| 3Y | +127.8% | +111.1% | +16.7% | +123.9% |
| 5Y | +141.1% | +173.6% | -32.4% | +135.9% |
| All | +248.5% | +158.1% | +90.4% | +231.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling