+104.1%
GLD vs INTU
-43.4%
+147.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.2% |
| 7D | -4.6% | +0.1% | -4.6% | -4.6% |
| 30D | -5.5% | +10.1% | -15.5% | -5.5% |
| 3M | -10.9% | -4.2% | -6.7% | -10.9% |
| 6M | -17.4% | -7.2% | -10.2% | -17.4% |
| YTD | -10.3% | -47.7% | +37.4% | -9.1% |
| 1Y | -7.2% | -46.7% | +39.5% | -6.0% |
| 3Y | +96.9% | -34.1% | +131.0% | +97.2% |
| All | +104.1% | -43.4% | +147.5% | +102.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling