-40.0%
INTU vs GD
+97.4%
-137.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.5% |
| 7D | +7.1% | -3.9% | +11.0% | +8.9% |
| 30D | +23.0% | +8.1% | +14.9% | +18.9% |
| 3M | +8.7% | -6.8% | +15.5% | +11.7% |
| 6M | -10.1% | +3.0% | -13.1% | -11.7% |
| YTD | -45.7% | +7.8% | -53.4% | -48.0% |
| 1Y | -45.1% | +5.8% | -50.9% | -47.0% |
| 3Y | -26.9% | +55.3% | -82.2% | -43.3% |
| 5Y | -40.0% | +96.7% | -136.6% | -59.9% |
| All | -40.0% | +97.4% | -137.4% | -59.9% |
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