+39.4%
GM vs ITUB
+9.0%
+30.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.3% | +1.4% | +4.1% |
| 7D | +12.1% | -1.6% | +13.7% | +12.3% |
| 30D | +15.2% | -26.6% | +41.8% | +21.0% |
| 3M | +4.9% | -11.1% | +16.0% | +4.2% |
| 6M | +22.6% | -13.1% | +35.7% | +22.5% |
| YTD | +14.4% | +3.9% | +10.5% | +10.6% |
| 1Y | +39.4% | +9.8% | +29.7% | +31.7% |
| All | +39.4% | +9.0% | +30.4% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling