+76.9%
GRMN vs ITUB
+185.1%
-108.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.4% |
| 7D | -1.8% | +1.0% | -2.8% | -2.0% |
| 30D | -12.1% | +10.7% | -22.8% | -13.6% |
| 3M | +18.0% | +10.1% | +7.9% | +15.6% |
| 6M | +13.7% | -0.1% | +13.8% | +13.2% |
| YTD | +35.3% | +18.4% | +16.9% | +30.7% |
| 1Y | +17.2% | +31.3% | -14.0% | +11.0% |
| 3Y | +179.6% | +124.6% | +55.0% | +139.8% |
| All | +76.9% | +185.1% | -108.2% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling