-41.7%
INTU vs GAP
+9.4%
-51.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.1% |
| 7D | -7.5% | +1.7% | -9.3% | -7.8% |
| 30D | -1.9% | +9.3% | -11.3% | -3.6% |
| 3M | +4.9% | +6.1% | -1.2% | +3.6% |
| 6M | -33.2% | -2.3% | -30.9% | -34.0% |
| YTD | -51.4% | -10.6% | -40.8% | -51.4% |
| 1Y | -52.0% | -4.4% | -47.5% | -52.8% |
| 3Y | -40.7% | +118.3% | -159.0% | -55.8% |
| 5Y | -41.7% | +12.2% | -53.9% | -58.0% |
| All | -41.7% | +9.4% | -51.1% | -58.0% |
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