+13,469.6%
INTU vs GFI
+1,287.8%
+12,181.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.6% |
| 7D | -8.5% | +4.7% | -13.2% | -8.6% |
| 30D | -6.1% | +14.4% | -20.6% | -6.7% |
| 3M | +7.3% | +32.5% | -25.2% | +6.0% |
| 6M | -33.2% | -7.2% | -26.1% | -33.3% |
| YTD | -52.2% | +10.9% | -63.0% | -52.7% |
| 1Y | -52.7% | +35.5% | -88.1% | -53.7% |
| 3Y | -41.6% | +312.1% | -353.7% | -46.0% |
| 5Y | -42.6% | +524.6% | -567.2% | -48.4% |
| 10Y | +211.0% | +1,092.7% | -881.7% | +167.6% |
| All | +13,469.6% | +1,287.8% | +12,181.8% | +12,118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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