+14,280.4%
INTU vs GAP
+767.2%
+13,513.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.5% |
| 7D | -7.1% | -4.5% | -2.6% | -6.2% |
| 30D | +1.5% | +9.0% | -7.6% | -0.7% |
| 3M | +10.7% | +5.0% | +5.7% | +9.1% |
| 6M | -23.8% | -17.8% | -6.0% | -22.3% |
| YTD | -49.3% | -10.4% | -38.9% | -49.3% |
| 1Y | -49.7% | -3.4% | -46.3% | -50.7% |
| 3Y | -38.0% | +111.5% | -149.5% | -53.1% |
| 5Y | -38.7% | +8.8% | -47.6% | -48.9% |
| 10Y | +221.3% | +32.9% | +188.4% | +115.1% |
| All | +14,280.4% | +767.2% | +13,513.2% | +4,684.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling