+122.2%
ITUB vs GGLL
+253.9%
-131.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.5% | -0.6% |
| 7D | +8.7% | -4.8% | +13.5% | +9.3% |
| 30D | -0.7% | -13.7% | +13.0% | +1.0% |
| 3M | +7.8% | -21.9% | +29.6% | +10.2% |
| 6M | -3.4% | +11.7% | -15.1% | -6.4% |
| YTD | +16.3% | +2.3% | +14.0% | +13.6% |
| 1Y | +29.8% | +76.2% | -46.3% | +18.5% |
| All | +122.2% | +253.9% | -131.7% | +80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling