+76.7%
GSK vs ITUB
+220.1%
-143.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.3% | 0.0% |
| 7D | -3.5% | +2.2% | -5.7% | -3.9% |
| 30D | -3.4% | +12.6% | -16.1% | -5.2% |
| 3M | -8.1% | +6.4% | -14.5% | -9.1% |
| 6M | -11.1% | +0.6% | -11.7% | -11.4% |
| YTD | +0.7% | +18.8% | -18.1% | -2.2% |
| 1Y | +20.1% | +31.0% | -10.9% | +14.9% |
| 3Y | +46.1% | +118.1% | -72.0% | +28.7% |
| 5Y | +48.2% | +193.0% | -144.8% | +22.6% |
| All | +76.7% | +220.1% | -143.4% | +35.5% |
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 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