+1,051.0%
GME vs ITUB
+1,959.7%
-908.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -2.0% |
| 7D | +0.4% | +8.2% | -7.8% | -1.8% |
| 30D | -1.4% | +4.7% | -6.1% | -2.8% |
| 3M | -15.1% | +13.0% | -28.2% | -18.3% |
| 6M | -22.5% | +4.2% | -26.7% | -23.9% |
| YTD | -5.9% | +18.6% | -24.5% | -11.3% |
| 1Y | -18.6% | +31.3% | -49.9% | -25.6% |
| 3Y | +6.7% | +124.9% | -118.2% | -16.1% |
| 5Y | -62.0% | +195.6% | -257.6% | -72.6% |
| 10Y | +239.5% | +196.4% | +43.1% | +125.7% |
| All | +1,051.0% | +1,959.7% | -908.7% | +456.7% |
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