-42.6%
INTU vs GAP
+10.4%
-52.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.4% | -1.5% |
| 7D | -3.9% | 0.0% | -4.0% | -4.0% |
| 30D | +11.7% | -4.3% | +16.0% | +12.5% |
| 3M | +4.5% | +9.4% | -4.9% | +2.5% |
| 6M | -13.9% | -3.3% | -10.6% | -14.5% |
| YTD | -48.2% | -10.5% | -37.7% | -48.3% |
| 1Y | -47.1% | -2.4% | -44.8% | -48.2% |
| 3Y | -32.5% | +80.1% | -112.6% | -47.2% |
| 5Y | -42.6% | +6.5% | -49.0% | -58.5% |
| All | -42.6% | +10.4% | -52.9% | -58.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling