+290.5%
GME vs ITUB
+220.1%
+70.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.4% | +3.6% |
| 7D | +10.4% | +2.2% | +8.2% | +9.5% |
| 30D | +14.1% | +12.6% | +1.5% | +9.4% |
| 3M | -4.6% | +6.4% | -11.1% | -7.1% |
| 6M | -13.5% | +0.6% | -14.1% | -14.5% |
| YTD | +5.3% | +18.8% | -13.5% | -2.3% |
| 1Y | -14.9% | +31.0% | -45.9% | -24.0% |
| 3Y | +24.3% | +118.1% | -93.8% | -7.0% |
| 5Y | -55.6% | +193.0% | -248.6% | -70.3% |
| All | +290.5% | +220.1% | +70.4% | +154.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling