+12.1%
GS vs INTU
-46.6%
+58.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.8% | +3.4% | -0.6% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | -2.4% | +15.4% | -17.8% | -1.2% |
| 3M | -15.7% | +6.6% | -22.3% | -15.1% |
| 6M | -6.8% | -11.3% | +4.5% | -6.1% |
| YTD | -0.1% | -47.7% | +47.7% | +2.5% |
| 1Y | +12.1% | -47.0% | +59.1% | +14.6% |
| All | +12.1% | -46.6% | +58.7% | +14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling