+3,295.1%
GLW vs ITUB
+1,920.1%
+1,375.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.9% | +6.5% | +6.0% |
| 7D | +3.8% | +8.7% | -4.9% | +0.8% |
| 30D | -1.3% | -0.7% | -0.7% | -1.4% |
| 3M | -21.8% | +7.8% | -29.6% | -24.0% |
| 6M | +6.9% | -3.4% | +10.3% | +8.0% |
| YTD | +77.2% | +16.3% | +60.9% | +68.4% |
| 1Y | +123.2% | +29.8% | +93.4% | +104.2% |
| 3Y | +400.0% | +111.1% | +288.9% | +280.3% |
| 5Y | +342.8% | +173.6% | +169.3% | +194.9% |
| 10Y | +771.4% | +193.2% | +578.1% | +405.9% |
| All | +3,295.1% | +1,920.1% | +1,375.0% | +586.1% |
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