-10.3%
GTLB vs ITUB
+120.1%
-130.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.7% | -0.6% | +1.5% |
| 7D | -4.1% | +1.0% | -5.0% | -4.3% |
| 30D | +12.3% | +10.7% | +1.6% | +9.8% |
| 3M | +65.9% | +10.1% | +55.8% | +61.2% |
| 6M | +104.0% | -0.1% | +104.1% | +102.2% |
| YTD | +26.0% | +18.4% | +7.6% | +17.2% |
| 1Y | -3.5% | +31.3% | -34.8% | -13.8% |
| All | -10.3% | +120.1% | -130.4% | -38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling