+1,103.9%
GPN vs ITUB
+1,902.7%
-798.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -2.0% |
| 7D | -6.2% | 0.0% | -6.2% | -6.3% |
| 30D | +1.0% | +2.6% | -1.5% | +0.3% |
| 3M | +36.9% | +8.4% | +28.5% | +34.0% |
| 6M | +16.8% | -0.5% | +17.3% | +16.4% |
| YTD | +13.2% | +15.3% | -2.0% | +8.7% |
| 1Y | +1.4% | +28.7% | -27.3% | -5.3% |
| 3Y | -28.6% | +118.7% | -147.3% | -41.7% |
| 5Y | -47.0% | +182.7% | -229.7% | -60.2% |
| 10Y | +25.2% | +207.6% | -182.4% | -13.4% |
| All | +1,103.9% | +1,902.7% | -798.8% | +517.8% |
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