+155.4%
GS vs INTU
-41.7%
+197.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.2% | +0.3% |
| 7D | +1.6% | -1.2% | +2.8% | +1.8% |
| 30D | +1.7% | +12.4% | -10.8% | -1.0% |
| 3M | -11.6% | +2.3% | -13.9% | -12.5% |
| 6M | -1.9% | -13.3% | +11.4% | -0.3% |
| YTD | +5.1% | -47.9% | +52.9% | +23.4% |
| 1Y | +16.4% | -47.2% | +63.6% | +35.9% |
| 3Y | +199.0% | -33.9% | +232.9% | +218.1% |
| All | +155.4% | -41.7% | +197.0% | +159.5% |
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