-54.6%
GTLB vs ITUB
+198.2%
-252.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.0% | -7.3% | -5.8% |
| 7D | +4.6% | +8.2% | -3.7% | +2.9% |
| 30D | +21.0% | +4.7% | +16.3% | +19.7% |
| 3M | +51.7% | +13.0% | +38.7% | +47.1% |
| 6M | +89.3% | +4.2% | +85.1% | +85.9% |
| YTD | +25.6% | +18.6% | +7.1% | +19.1% |
| 1Y | -1.5% | +31.3% | -32.8% | -9.2% |
| 3Y | -9.9% | +124.9% | -134.8% | -27.0% |
| All | -54.6% | +198.2% | -252.8% | -65.4% |
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