+2,367.2%
GLW vs ITUB
+1,733.1%
+634.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.0% | -2.6% |
| 7D | -11.1% | +4.9% | -16.0% | -12.5% |
| 30D | -28.4% | -27.2% | -1.2% | -21.5% |
| 3M | -28.8% | -6.1% | -22.7% | -28.9% |
| 6M | -39.8% | -10.7% | -29.1% | -39.0% |
| YTD | +28.7% | +5.5% | +23.2% | +23.9% |
| 1Y | +27.7% | +7.8% | +19.9% | +21.8% |
| 3Y | +331.3% | +75.0% | +256.4% | +243.0% |
| 5Y | +233.4% | +178.6% | +54.9% | +117.4% |
| 10Y | +521.8% | +162.9% | +358.9% | +269.3% |
| All | +2,367.2% | +1,733.1% | +634.1% | +404.8% |
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