+48.2%
GSK vs ITUB
+185.6%
-137.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.7% | -3.8% | -1.4% |
| 7D | -5.4% | +1.0% | -6.4% | -5.5% |
| 30D | -4.6% | +10.7% | -15.3% | -5.9% |
| 3M | -5.1% | +10.1% | -15.2% | -6.5% |
| 6M | -11.4% | -0.1% | -11.3% | -11.6% |
| YTD | +0.7% | +18.4% | -17.7% | -1.8% |
| 1Y | +23.0% | +31.3% | -8.3% | +18.3% |
| 3Y | +48.0% | +124.6% | -76.6% | +32.2% |
| 5Y | +48.2% | +192.0% | -143.8% | +25.6% |
| All | +48.2% | +185.6% | -137.4% | +25.6% |
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