+18.6%
GLXY vs ITUB
+43.0%
-24.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.8% | +1.2% |
| 7D | +15.5% | +8.2% | +7.2% | +8.5% |
| 30D | +34.1% | +4.7% | +29.4% | +29.1% |
| 3M | -11.3% | +13.0% | -24.4% | -18.8% |
| 6M | +31.6% | +4.2% | +27.4% | +28.9% |
| YTD | +21.0% | +18.6% | +2.4% | +11.0% |
| 1Y | +11.7% | +31.3% | -19.6% | -3.5% |
| All | +18.6% | +43.0% | -24.3% | -3.6% |
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