+20.1%
GSK vs ITUB
+31.4%
-11.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -5.6% |
| 3M | -8.1% | +6.4% | -14.5% | -9.5% |
| 6M | -11.1% | +0.6% | -11.7% | -11.4% |
| YTD | +0.7% | +18.8% | -18.1% | -3.4% |
| 1Y | +20.1% | +31.0% | -10.9% | +12.6% |
| All | +20.1% | +31.4% | -11.2% | +12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling