+44.4%
GSK vs ITUB
+181.1%
-136.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.6% | +0.3% |
| 7D | +1.1% | +1.9% | -0.8% | +0.9% |
| 30D | +6.3% | -22.2% | +28.5% | +8.9% |
| 3M | +1.8% | +2.7% | -0.9% | +0.2% |
| 6M | +1.7% | -3.0% | +4.6% | +0.7% |
| YTD | +6.5% | +7.5% | -1.0% | +4.0% |
| 1Y | +9.5% | +10.5% | -1.0% | +6.4% |
| 3Y | +65.3% | +81.0% | -15.7% | +49.8% |
| All | +44.4% | +181.1% | -136.8% | +20.8% |
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