+141.0%
GS vs INTU
-41.2%
+182.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.5% | -5.9% | -6.3% |
| 7D | -6.3% | +7.1% | -13.5% | -7.7% |
| 30D | -3.1% | +23.0% | -26.2% | -7.4% |
| 3M | -17.7% | +8.7% | -26.4% | -19.5% |
| 6M | -4.6% | -10.1% | +5.6% | -3.8% |
| YTD | +0.3% | -45.7% | +46.0% | +16.9% |
| 1Y | +11.7% | -45.1% | +56.8% | +29.5% |
| 3Y | +183.6% | -26.9% | +210.5% | +193.6% |
| 5Y | +141.0% | -40.0% | +180.9% | +143.8% |
| All | +141.0% | -41.2% | +182.2% | +143.8% |
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