+207.6%
ITUB vs GPC
+83.6%
+124.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.6% | -3.1% |
| 7D | 0.0% | -0.6% | +0.6% | +0.2% |
| 30D | +2.6% | +1.3% | +1.3% | +2.0% |
| 3M | +8.4% | +37.1% | -28.7% | -5.4% |
| 6M | -0.5% | +23.2% | -23.7% | -9.6% |
| YTD | +15.3% | +13.1% | +2.2% | +7.2% |
| 1Y | +28.7% | +0.9% | +27.9% | +25.2% |
| 3Y | +118.7% | -0.8% | +119.5% | +105.3% |
| 5Y | +182.7% | +31.1% | +151.6% | +124.8% |
| 10Y | +207.6% | +87.4% | +120.2% | +102.6% |
| All | +207.6% | +83.6% | +124.0% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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