+1,697.9%
ITUB vs GPC
+659.6%
+1,038.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.4% | +1.8% | +1.9% |
| 7D | +1.9% | +0.4% | +1.5% | +1.6% |
| 30D | -22.2% | -6.3% | -15.9% | -19.3% |
| 3M | +2.7% | -8.2% | +10.9% | +7.5% |
| 6M | -3.0% | +27.1% | -30.1% | -19.8% |
| YTD | +7.5% | +3.1% | +4.4% | -0.2% |
| 1Y | +10.5% | +0.1% | +10.4% | +4.4% |
| 3Y | +81.0% | +0.2% | +80.8% | +57.2% |
| 5Y | +181.8% | +4.9% | +177.0% | +124.4% |
| 10Y | +170.2% | +75.2% | +95.0% | +24.7% |
| All | +1,697.9% | +659.6% | +1,038.3% | +133.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling