+235.3%
INTU vs GD
+185.2%
+50.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.2% | -2.1% |
| 7D | -3.9% | -3.0% | -0.9% | -2.6% |
| 30D | +11.7% | +9.3% | +2.4% | +6.8% |
| 3M | +4.5% | -7.2% | +11.7% | +8.3% |
| 6M | -13.9% | +5.5% | -19.3% | -16.7% |
| YTD | -48.2% | +9.5% | -57.7% | -51.2% |
| 1Y | -47.1% | +6.4% | -53.6% | -49.5% |
| 3Y | -32.5% | +59.8% | -92.3% | -49.1% |
| 5Y | -42.6% | +98.0% | -140.5% | -61.9% |
| 10Y | +235.3% | +177.4% | +57.9% | +92.5% |
| All | +235.3% | +185.2% | +50.1% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling