+463.3%
GLW vs ITUB
+125.3%
+338.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +2.0% | +5.6% | +6.9% |
| 7D | +14.0% | +8.2% | +5.8% | +10.8% |
| 30D | +0.4% | +4.7% | -4.3% | -1.4% |
| 3M | -11.3% | +13.0% | -24.4% | -15.3% |
| 6M | +35.1% | +4.2% | +30.9% | +32.9% |
| YTD | +90.5% | +18.6% | +72.0% | +83.7% |
| 1Y | +132.0% | +31.3% | +100.8% | +118.5% |
| 3Y | +463.3% | +124.9% | +338.4% | +366.9% |
| All | +463.3% | +125.3% | +338.0% | +366.9% |
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 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