-54.8%
GTLB vs ITUB
+198.9%
-253.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.0% | -0.7% |
| 7D | -5.7% | +2.2% | -7.9% | -6.1% |
| 30D | +15.1% | +12.6% | +2.5% | +12.4% |
| 3M | +65.5% | +6.4% | +59.0% | +62.7% |
| 6M | +102.9% | +0.6% | +102.3% | +101.1% |
| YTD | +25.2% | +18.8% | +6.4% | +18.6% |
| 1Y | -5.5% | +31.0% | -36.5% | -12.8% |
| 3Y | -10.9% | +118.1% | -129.0% | -27.4% |
| All | -54.8% | +198.9% | -253.7% | -65.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling