-52.7%
INTU vs GAP
-8.8%
-43.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | -1.5% |
| 7D | -8.5% | -3.2% | -5.3% | -8.4% |
| 30D | -6.1% | -0.7% | -5.4% | -6.2% |
| 3M | +7.3% | -0.5% | +7.8% | +6.8% |
| 6M | -33.2% | -5.0% | -28.2% | -34.4% |
| YTD | -52.2% | -14.7% | -37.5% | -52.5% |
| 1Y | -52.7% | -8.6% | -44.0% | -54.6% |
| All | -52.7% | -8.8% | -43.9% | -54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling