-14.3%
GME vs ITUB
+30.8%
-45.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | +7.2% | +8.7% | -1.5% | +5.6% |
| 30D | +0.8% | -0.7% | +1.5% | +0.8% |
| 3M | -14.0% | +7.8% | -21.8% | -15.5% |
| 6M | -19.7% | -3.4% | -16.3% | -19.5% |
| YTD | -4.6% | +16.3% | -20.9% | -11.0% |
| 1Y | -14.3% | +29.8% | -44.2% | -25.6% |
| All | -14.3% | +30.8% | -45.1% | -25.6% |
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 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