-31.2%
INTU vs FGI
-74.8%
+43.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -25.2% | +25.6% | +1.1% |
| 7D | +0.1% | -14.4% | +14.5% | +0.3% |
| 30D | +10.1% | -11.8% | +21.8% | +10.2% |
| 3M | -4.2% | -46.2% | +42.1% | -2.9% |
| 6M | -7.2% | +5.2% | -12.4% | -9.3% |
| YTD | -47.7% | +10.5% | -58.2% | -49.5% |
| 1Y | -46.7% | +25.5% | -72.2% | -48.9% |
| 3Y | -34.1% | -16.0% | -18.1% | -38.0% |
| All | -31.2% | -74.8% | +43.6% | -32.8% |
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