+488.8%
GS vs INTU
+260.9%
+228.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.9% | -6.2% |
| 7D | -6.3% | +7.1% | -13.5% | -8.4% |
| 30D | -3.1% | +23.0% | -26.2% | -9.6% |
| 3M | -17.7% | +8.7% | -26.4% | -20.6% |
| 6M | -4.6% | -10.1% | +5.6% | -4.3% |
| YTD | +0.3% | -45.7% | +46.0% | +20.0% |
| 1Y | +11.7% | -45.1% | +56.8% | +32.8% |
| 3Y | +183.6% | -26.9% | +210.5% | +191.3% |
| 5Y | +141.0% | -40.0% | +180.9% | +156.7% |
| All | +488.8% | +260.9% | +228.0% | +199.9% |
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 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