-42.1%
INTU vs GFS
-8.5%
-33.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.8% | -0.2% |
| 7D | -3.9% | +6.2% | -10.1% | -5.0% |
| 30D | +12.0% | -11.4% | +23.3% | +13.5% |
| 3M | +2.3% | -15.5% | +17.8% | +4.1% |
| 6M | -12.1% | -42.6% | +30.5% | -7.2% |
| YTD | -47.5% | +23.2% | -70.7% | -56.7% |
| 1Y | -46.9% | +23.6% | -70.5% | -56.3% |
| 3Y | -33.5% | -17.2% | -16.2% | -41.0% |
| 5Y | -41.2% | -23.4% | -17.8% | -47.5% |
| All | -42.1% | -8.5% | -33.6% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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