+7.0%
GLXY vs ITUB
+43.3%
-36.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +0.8% |
| 7D | -7.3% | +2.2% | -9.5% | -8.9% |
| 30D | +15.7% | +12.6% | +3.1% | +5.4% |
| 3M | -26.7% | +6.4% | -33.1% | -29.8% |
| 6M | +13.7% | +0.6% | +13.1% | +14.0% |
| YTD | +9.1% | +18.8% | -9.7% | -0.1% |
| 1Y | -15.5% | +31.0% | -46.5% | -26.9% |
| All | +7.0% | +43.3% | -36.3% | -13.2% |
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