+9.8%
ITUB vs GGLL
-11.6%
+21.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +6.5% | -3.3% | +2.5% |
| 7D | -1.6% | -23.1% | +21.5% | +1.0% |
| 30D | -26.6% | -32.9% | +6.3% | -23.4% |
| 3M | -11.1% | -44.9% | +33.8% | -5.3% |
| 6M | -13.1% | -49.5% | +36.4% | -6.5% |
| YTD | +3.9% | -28.9% | +32.8% | +2.3% |
| 1Y | +9.8% | -12.2% | +21.9% | +7.2% |
| All | +9.8% | -11.6% | +21.4% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling