+240.0%
GM vs ITUB
+110.6%
+129.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | +0.1% | +2.0% |
| 7D | -1.1% | +1.0% | -2.0% | -1.4% |
| 30D | -3.4% | +10.7% | -14.1% | -6.5% |
| 3M | +8.7% | +10.1% | -1.4% | +5.2% |
| 6M | +15.4% | -0.1% | +15.5% | +14.9% |
| YTD | +6.6% | +18.4% | -11.8% | +0.5% |
| 1Y | +51.5% | +31.3% | +20.2% | +37.8% |
| 3Y | +169.3% | +124.6% | +44.7% | +103.8% |
| 5Y | +81.6% | +192.0% | -110.4% | +22.5% |
| 10Y | +240.7% | +216.0% | +24.7% | +109.1% |
| All | +240.0% | +110.6% | +129.4% | +106.8% |
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