+1,424.8%
GS vs ITUB
+1,733.1%
-308.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.9% |
| 7D | -3.2% | +3.7% | -6.9% | -4.5% |
| 30D | -2.4% | -24.1% | +21.7% | +6.3% |
| 3M | -15.7% | -9.6% | -6.2% | -14.7% |
| 6M | -6.8% | -11.5% | +4.8% | -5.0% |
| YTD | -0.1% | +5.5% | -5.6% | -4.8% |
| 1Y | +12.1% | +9.9% | +2.2% | +4.9% |
| 3Y | +185.8% | +84.8% | +101.0% | +116.8% |
| 5Y | +140.1% | +182.6% | -42.6% | +49.0% |
| 10Y | +505.2% | +141.7% | +363.5% | +254.9% |
| All | +1,424.8% | +1,733.1% | -308.3% | +362.4% |
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 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