+620.7%
GEV vs INTU
-47.4%
+668.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.2% |
| 7D | +3.3% | -7.1% | +10.4% | +3.6% |
| 30D | -7.5% | +1.5% | -8.9% | -7.7% |
| 3M | -2.2% | +10.7% | -12.8% | -2.9% |
| 6M | +12.1% | -23.8% | +35.9% | +17.5% |
| YTD | +44.4% | -49.3% | +93.7% | +80.6% |
| 1Y | +57.7% | -49.7% | +107.3% | +97.5% |
| All | +620.7% | -47.4% | +668.1% | +702.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INTU.
Daily Out/Under-Performance
Portfolio return minus INTU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INTU 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 INTU 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