+225.5%
GWW vs ITUB
+186.2%
+39.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -3.4% | +2.2% | -5.6% | -3.6% |
| 30D | -1.9% | +12.6% | -14.5% | -3.4% |
| 3M | -2.4% | +6.4% | -8.8% | -3.3% |
| 6M | +15.7% | +0.6% | +15.1% | +15.3% |
| YTD | +27.6% | +18.8% | +8.8% | +24.3% |
| 1Y | +27.2% | +31.0% | -3.8% | +22.2% |
| 3Y | +89.7% | +118.1% | -28.4% | +68.6% |
| All | +225.5% | +186.2% | +39.3% | +177.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling