+1,844.4%
ITUB vs GPC
+750.4%
+1,094.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.6% |
| 7D | +8.7% | +1.2% | +7.5% | +7.9% |
| 30D | -0.7% | +6.0% | -6.7% | -4.4% |
| 3M | +7.8% | +42.6% | -34.8% | -16.5% |
| 6M | -3.4% | +22.8% | -26.2% | -17.7% |
| YTD | +16.3% | +15.5% | +0.8% | +1.3% |
| 1Y | +29.8% | +2.0% | +27.8% | +22.3% |
| 3Y | +111.1% | -1.4% | +112.5% | +87.5% |
| 5Y | +173.6% | +30.6% | +143.0% | +87.0% |
| 10Y | +193.2% | +80.6% | +112.6% | +36.3% |
| All | +1,844.4% | +750.4% | +1,094.1% | +136.9% |
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