+124.9%
ITUB vs GPC
-2.2%
+127.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.9% | +4.9% | +2.4% |
| 7D | +8.2% | +0.2% | +8.0% | +8.2% |
| 30D | +4.7% | -0.4% | +5.1% | +4.7% |
| 3M | +13.0% | +39.2% | -26.2% | +6.3% |
| 6M | +4.2% | +18.2% | -14.1% | +0.4% |
| YTD | +18.6% | +12.1% | +6.5% | +14.5% |
| 1Y | +31.3% | -0.7% | +31.9% | +29.0% |
| 3Y | +124.9% | -1.7% | +126.6% | +117.6% |
| All | +124.9% | -2.2% | +127.1% | +117.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling