+15.5%
GLXY vs ITUB
+40.2%
-24.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | 0.0% |
| 7D | +13.4% | +8.7% | +4.7% | +6.2% |
| 30D | +38.1% | -0.7% | +38.8% | +38.6% |
| 3M | -7.3% | +7.8% | -15.1% | -12.0% |
| 6M | +8.2% | -3.4% | +11.6% | +11.9% |
| YTD | +17.8% | +16.3% | +1.5% | +9.7% |
| 1Y | +14.9% | +29.8% | -14.9% | +0.2% |
| All | +15.5% | +40.2% | -24.7% | -4.7% |
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