+185.7%
GS vs INTU
-38.8%
+224.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.4% | +0.8% |
| 7D | +0.9% | -7.1% | +8.0% | +2.5% |
| 30D | -1.6% | +1.5% | -3.0% | -2.1% |
| 3M | -4.5% | +10.7% | -15.1% | -7.5% |
| 6M | +20.9% | -23.8% | +44.7% | +26.6% |
| YTD | +19.9% | -49.3% | +69.2% | +42.2% |
| 1Y | +41.4% | -49.7% | +91.1% | +67.8% |
| 3Y | +239.2% | -38.0% | +277.2% | +268.2% |
| All | +185.7% | -38.8% | +224.5% | +179.3% |
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