-57.2%
GME vs ITUB
+185.6%
-242.8%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +1.3% |
| 7D | +6.0% | +1.0% | +5.1% | +5.5% |
| 30D | +8.3% | +10.7% | -2.4% | +3.3% |
| 3M | -9.1% | +10.1% | -19.1% | -13.6% |
| 6M | -16.3% | -0.1% | -16.2% | -17.3% |
| YTD | +1.5% | +18.4% | -16.9% | -8.7% |
| 1Y | -16.3% | +31.3% | -47.6% | -29.0% |
| 3Y | +15.1% | +124.6% | -109.5% | -25.9% |
| 5Y | -57.2% | +192.0% | -249.1% | -77.5% |
| All | -57.2% | +185.6% | -242.8% | -77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling