-36.9%
GLXY vs ITUB
+29.6%
-66.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.2% | -7.4% | -6.1% |
| 7D | +5.3% | +1.9% | +3.4% | +4.6% |
| 30D | -19.8% | -22.2% | +2.4% | -12.4% |
| 3M | -31.4% | +2.7% | -34.1% | -39.6% |
| 6M | -53.3% | -3.0% | -50.4% | -56.7% |
| YTD | -35.7% | +7.5% | -43.2% | -42.7% |
| 1Y | -47.2% | +10.5% | -57.7% | -53.5% |
| All | -36.9% | +29.6% | -66.6% | -50.2% |
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 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