+14.7%
GTLB vs ITUB
+30.8%
-16.1%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +1.9% | +1.1% |
| 7D | +11.1% | +8.7% | +2.3% | +10.9% |
| 30D | +37.8% | -0.7% | +38.5% | +37.6% |
| 3M | +61.6% | +7.8% | +53.8% | +60.2% |
| 6M | +98.9% | -3.4% | +102.3% | +98.5% |
| YTD | +32.8% | +16.3% | +16.5% | +25.9% |
| 1Y | +14.7% | +29.8% | -15.2% | +4.6% |
| All | +14.7% | +30.8% | -16.1% | +4.6% |
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