+669.0%
GRMN vs ITUB
+220.1%
+448.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.4% | +3.9% | +4.2% |
| 7D | +2.4% | +2.2% | +0.2% | +2.0% |
| 30D | -8.5% | +12.6% | -21.1% | -10.6% |
| 3M | +19.5% | +6.4% | +13.1% | +17.6% |
| 6M | +21.2% | +0.6% | +20.6% | +20.5% |
| YTD | +41.0% | +18.8% | +22.2% | +35.4% |
| 1Y | +19.6% | +31.0% | -11.4% | +12.2% |
| 3Y | +183.8% | +118.1% | +65.7% | +137.9% |
| 5Y | +83.0% | +193.0% | -110.0% | +40.7% |
| All | +669.0% | +220.1% | +448.9% | +444.4% |
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