+236.7%
INTU vs GAP
+1.5%
+235.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.6% |
| 7D | +0.1% | -1.9% | +2.0% | +0.4% |
| 30D | +10.1% | -7.1% | +17.1% | +11.4% |
| 3M | -4.2% | +4.1% | -8.3% | -5.2% |
| 6M | -7.2% | +1.9% | -9.2% | -8.7% |
| YTD | -47.7% | -15.2% | -32.5% | -47.3% |
| 1Y | -46.7% | -10.6% | -36.1% | -46.9% |
| 3Y | -34.1% | +74.6% | -108.6% | -45.7% |
| 5Y | -43.3% | +3.7% | -46.9% | -51.6% |
| All | +236.7% | +1.5% | +235.2% | +131.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling