+24.3%
GME vs ITUB
+120.9%
-96.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.4% | +3.6% |
| 7D | +10.4% | +2.2% | +8.2% | +9.2% |
| 30D | +14.1% | +12.6% | +1.5% | +7.7% |
| 3M | -4.6% | +6.4% | -11.1% | -8.1% |
| 6M | -13.5% | +0.6% | -14.1% | -14.8% |
| YTD | +5.3% | +18.8% | -13.5% | -7.6% |
| 1Y | -14.9% | +31.0% | -45.9% | -30.5% |
| 3Y | +24.3% | +118.1% | -93.8% | -30.3% |
| All | +24.3% | +120.9% | -96.6% | -30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling