+478.5%
GS vs ITUB
+143.4%
+335.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.3% | +2.4% | +3.9% |
| 7D | +0.8% | +5.5% | -4.6% | -0.8% |
| 30D | +1.2% | -25.6% | +26.8% | +10.0% |
| 3M | -12.4% | -4.7% | -7.7% | -13.1% |
| 6M | -2.3% | -8.6% | +6.3% | -1.8% |
| YTD | +4.6% | +7.9% | -3.3% | -0.8% |
| 1Y | +17.5% | +11.2% | +6.3% | +10.1% |
| 3Y | +202.0% | +82.6% | +119.4% | +136.0% |
| 5Y | +152.4% | +192.7% | -40.4% | +60.8% |
| 10Y | +478.5% | +144.7% | +333.9% | +283.0% |
| All | +478.5% | +143.4% | +335.1% | +283.0% |
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