+3,357.7%
GWW vs ITUB
+1,902.7%
+1,455.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.2% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -1.4% | +2.6% | -4.0% | -2.2% |
| 3M | -3.6% | +8.4% | -12.1% | -5.7% |
| 6M | +15.1% | -0.5% | +15.7% | +14.6% |
| YTD | +27.5% | +15.3% | +12.2% | +22.4% |
| 1Y | +29.6% | +28.7% | +0.9% | +21.1% |
| 3Y | +90.1% | +118.7% | -28.6% | +54.9% |
| 5Y | +222.6% | +182.7% | +39.9% | +140.4% |
| 10Y | +566.5% | +207.6% | +358.9% | +349.9% |
| All | +3,357.7% | +1,902.7% | +1,455.0% | +1,540.0% |
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