+155.6%
GS vs ITUB
+181.1%
-25.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.8% | -0.2% |
| 7D | +5.9% | +1.9% | +4.0% | +5.4% |
| 30D | +4.3% | -22.2% | +26.5% | +10.2% |
| 3M | -11.7% | +2.7% | -14.4% | -14.5% |
| 6M | -3.2% | -3.0% | -0.2% | -4.8% |
| YTD | +5.8% | +7.5% | -1.7% | +1.1% |
| 1Y | +16.0% | +10.5% | +5.6% | +9.8% |
| 3Y | +199.8% | +81.0% | +118.8% | +145.5% |
| All | +155.6% | +181.1% | -25.6% | +73.6% |
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