+118.9%
ITUB vs GGLL
+194.0%
-75.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.7% | -2.2% |
| 7D | +4.9% | +5.1% | -0.2% | +4.3% |
| 30D | -27.2% | -35.5% | +8.3% | -24.3% |
| 3M | -6.1% | -39.2% | +33.0% | -1.9% |
| 6M | -10.7% | -54.4% | +43.7% | -4.6% |
| YTD | +5.5% | -29.8% | +35.4% | +7.1% |
| 1Y | +7.8% | -20.4% | +28.3% | +8.0% |
| 3Y | +75.0% | +149.7% | -74.7% | +57.7% |
| All | +118.9% | +194.0% | -75.1% | +118.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling