-49.7%
INTU vs FGI
+81.8%
-131.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +7.5% | -10.9% | -3.5% |
| 7D | -7.1% | +0.5% | -7.6% | -7.1% |
| 30D | +1.5% | +65.4% | -64.0% | -0.4% |
| 3M | +10.7% | +23.5% | -12.8% | +8.7% |
| 6M | -23.8% | +60.5% | -84.4% | -25.6% |
| YTD | -49.3% | +30.0% | -79.3% | -50.3% |
| 1Y | -49.7% | +82.1% | -131.7% | -50.4% |
| All | -49.7% | +81.8% | -131.5% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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