+25.7%
GPN vs ITUB
+220.1%
-194.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -4.3% | +2.2% | -6.5% | -4.9% |
| 30D | 0.0% | +12.6% | -12.6% | -3.4% |
| 3M | +35.8% | +6.4% | +29.4% | +33.0% |
| 6M | +22.0% | +0.6% | +21.4% | +21.1% |
| YTD | +15.2% | +18.8% | -3.6% | +8.6% |
| 1Y | +3.5% | +31.0% | -27.5% | -5.5% |
| 3Y | -26.9% | +118.1% | -145.0% | -43.1% |
| 5Y | -44.2% | +193.0% | -237.2% | -61.7% |
| All | +25.7% | +220.1% | -194.4% | -25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling