+437.1%
GS vs INTU
+230.7%
+206.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.2% |
| 7D | +5.1% | -4.1% | +9.3% | +6.5% |
| 30D | +2.4% | +12.8% | -10.4% | -1.8% |
| 3M | -11.5% | +2.1% | -13.6% | -12.9% |
| 6M | -2.5% | -11.5% | +9.0% | -1.9% |
| YTD | +5.5% | -47.9% | +53.4% | +27.8% |
| 1Y | +11.0% | -47.7% | +58.7% | +34.0% |
| 3Y | +200.1% | -34.0% | +234.0% | +220.3% |
| 5Y | +154.7% | -43.5% | +198.2% | +177.6% |
| All | +437.1% | +230.7% | +206.4% | +172.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling