-42.2%
INTU vs GD
+94.5%
-136.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.1% | -3.5% |
| 7D | +0.1% | -5.0% | +5.1% | +2.2% |
| 30D | +15.4% | +8.9% | +6.5% | +11.3% |
| 3M | +6.6% | -8.0% | +14.6% | +10.2% |
| 6M | -11.3% | +2.9% | -14.2% | -12.9% |
| YTD | -47.7% | +7.1% | -54.8% | -49.8% |
| 1Y | -47.0% | +5.9% | -52.9% | -48.9% |
| 3Y | -29.9% | +53.9% | -83.8% | -45.4% |
| All | -42.2% | +94.5% | -136.8% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling