+61.5%
GNRC vs ITUB
+120.9%
-59.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.6% | +2.8% |
| 7D | -0.2% | +2.2% | -2.4% | -0.9% |
| 30D | -15.7% | +12.6% | -28.3% | -18.9% |
| 3M | -27.3% | +6.4% | -33.7% | -29.2% |
| 6M | -12.1% | +0.6% | -12.6% | -13.2% |
| YTD | +37.1% | +18.8% | +18.3% | +28.8% |
| 1Y | -0.5% | +31.0% | -31.5% | -9.5% |
| 3Y | +61.5% | +118.1% | -56.6% | +11.2% |
| All | +61.5% | +120.9% | -59.4% | +11.2% |
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