+2,047.2%
GNRC vs ITUB
+170.6%
+1,876.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.7% | -5.3% | -3.3% |
| 7D | -0.7% | +1.0% | -1.7% | -1.0% |
| 30D | -15.8% | +10.7% | -26.5% | -18.1% |
| 3M | -24.0% | +10.1% | -34.1% | -26.2% |
| 6M | -13.8% | -0.1% | -13.7% | -14.3% |
| YTD | +33.2% | +18.4% | +14.8% | +26.8% |
| 1Y | -1.8% | +31.3% | -33.1% | -9.3% |
| 3Y | +57.7% | +124.6% | -66.9% | +25.3% |
| 5Y | -59.7% | +192.0% | -251.7% | -71.0% |
| 10Y | +430.7% | +216.0% | +214.8% | +240.3% |
| All | +2,047.2% | +170.6% | +1,876.6% | +1,167.6% |
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