+526.0%
GLW vs ITUB
+175.8%
+350.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.2% | -6.5% | -4.9% |
| 7D | +7.7% | +1.9% | +5.8% | +7.2% |
| 30D | -18.8% | -22.2% | +3.3% | -13.8% |
| 3M | -27.7% | +2.7% | -30.4% | -29.8% |
| 6M | -44.4% | -3.0% | -41.5% | -45.1% |
| YTD | +31.3% | +7.5% | +23.8% | +26.4% |
| 1Y | +40.0% | +10.5% | +29.6% | +33.6% |
| 3Y | +339.2% | +81.0% | +258.2% | +258.3% |
| 5Y | +229.2% | +181.8% | +47.4% | +126.4% |
| All | +526.0% | +175.8% | +350.2% | +328.9% |
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