+14,587.7%
INTU vs GAP
+765.9%
+13,821.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.4% | -1.7% |
| 7D | -3.9% | 0.0% | -4.0% | -4.0% |
| 30D | +11.7% | -4.3% | +16.0% | +12.7% |
| 3M | +4.5% | +9.4% | -4.9% | +1.9% |
| 6M | -13.9% | -3.3% | -10.6% | -14.7% |
| YTD | -48.2% | -10.5% | -37.7% | -48.4% |
| 1Y | -47.1% | -2.4% | -44.8% | -48.4% |
| 3Y | -32.5% | +80.1% | -112.6% | -46.9% |
| 5Y | -42.6% | +6.5% | -49.0% | -51.8% |
| 10Y | +235.3% | +14.6% | +220.7% | +133.4% |
| All | +14,587.7% | +765.9% | +13,821.8% | +4,774.0% |
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 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