+3.7%
GS vs INTU
-10.1%
+13.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | INTU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.5% | +0.1% | +3.9% |
| 7D | +0.3% | +8.7% | -8.4% | +1.3% |
| 30D | +3.9% | +25.9% | -22.0% | +6.7% |
| 3M | -11.4% | +10.7% | -22.2% | -10.1% |
| 6M | +3.7% | -11.6% | +15.3% | +6.7% |
| All | +3.7% | -10.1% | +13.8% | +6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling