-31.2%
INTU vs FGI
-70.6%
+39.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.8% | -3.0% | -3.7% |
| 7D | +0.1% | -7.0% | +7.1% | +0.3% |
| 30D | +15.4% | -4.2% | +19.7% | +15.5% |
| 3M | +6.6% | +55.6% | -49.0% | +3.8% |
| 6M | -11.3% | -3.2% | -8.2% | -13.0% |
| YTD | -47.7% | +29.1% | -76.8% | -49.6% |
| 1Y | -47.0% | +51.0% | -98.0% | -49.4% |
| 3Y | -29.9% | +1.5% | -31.5% | -34.5% |
| All | -31.2% | -70.6% | +39.4% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling