+1,702.7%
ITUB vs GPC
+662.1%
+1,040.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +2.9% | +2.7% |
| 7D | +3.7% | -2.1% | +5.8% | +5.1% |
| 30D | -24.9% | -4.5% | -20.4% | -23.1% |
| 3M | +0.8% | -7.7% | +8.5% | +5.1% |
| 6M | -6.6% | +24.3% | -30.9% | -21.7% |
| YTD | +7.8% | +3.5% | +4.3% | -0.1% |
| 1Y | +7.4% | +0.7% | +6.6% | +1.0% |
| 3Y | +78.8% | 0.0% | +78.8% | +55.6% |
| 5Y | +179.9% | +5.8% | +174.1% | +121.3% |
| 10Y | +170.9% | +75.8% | +95.1% | +24.7% |
| All | +1,702.7% | +662.1% | +1,040.6% | +133.5% |
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