+123.9%
ITUB vs GGLL
+195.8%
-71.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +2.0% |
| 7D | +5.5% | +6.3% | -0.9% | +4.8% |
| 30D | -25.6% | -35.1% | +9.5% | -22.6% |
| 3M | -4.7% | -37.7% | +33.0% | -0.6% |
| 6M | -8.6% | -54.1% | +45.5% | -2.4% |
| YTD | +7.9% | -29.4% | +37.4% | +9.5% |
| 1Y | +11.2% | -13.4% | +24.6% | +10.5% |
| 3Y | +82.6% | +158.3% | -75.7% | +64.3% |
| All | +123.9% | +195.8% | -71.9% | +123.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling