+31.3%
ITUB vs GGLL
+70.5%
-39.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.0% | +2.0% |
| 7D | +8.2% | +1.9% | +6.4% | +8.0% |
| 30D | +4.7% | -9.7% | +14.4% | +6.0% |
| 3M | +13.0% | -18.0% | +31.0% | +15.1% |
| 6M | +4.2% | +15.3% | -11.1% | -1.6% |
| YTD | +18.6% | +2.2% | +16.4% | +12.9% |
| 1Y | +31.3% | +73.1% | -41.8% | +13.8% |
| All | +31.3% | +70.5% | -39.3% | +13.8% |
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