+203.3%
GSK vs ITUB
+1,959.7%
-1,756.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.7% | -3.0% |
| 7D | -4.2% | +8.2% | -12.4% | -5.4% |
| 30D | -7.5% | +4.7% | -12.2% | -8.3% |
| 3M | -3.3% | +13.0% | -16.3% | -5.3% |
| 6M | -9.3% | +4.2% | -13.5% | -10.2% |
| YTD | +1.6% | +18.6% | -17.0% | -1.7% |
| 1Y | +25.5% | +31.3% | -5.8% | +19.3% |
| 3Y | +49.3% | +124.9% | -75.6% | +28.6% |
| 5Y | +46.7% | +195.6% | -148.9% | +18.2% |
| 10Y | +76.8% | +196.4% | -119.6% | +33.5% |
| All | +203.3% | +1,959.7% | -1,756.4% | +59.8% |
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 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