+5,214.8%
GRMN vs ITUB
+1,959.7%
+3,255.1%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.0% |
| 7D | +0.2% | +8.2% | -8.1% | -2.0% |
| 30D | -11.3% | +4.7% | -16.0% | -12.5% |
| 3M | +17.7% | +13.0% | +4.7% | +13.4% |
| 6M | +14.2% | +4.2% | +10.0% | +12.2% |
| YTD | +37.0% | +18.6% | +18.5% | +29.6% |
| 1Y | +17.0% | +31.3% | -14.3% | +7.2% |
| 3Y | +183.2% | +124.9% | +58.3% | +120.9% |
| 5Y | +77.3% | +195.6% | -118.3% | +23.4% |
| 10Y | +630.9% | +196.4% | +434.5% | +354.1% |
| All | +5,214.8% | +1,959.7% | +3,255.1% | +1,555.2% |
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 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