-46.9%
INTU vs GFS
+24.3%
-71.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.5% | -4.8% | +2.1% |
| 7D | -3.9% | +6.2% | -10.1% | -2.1% |
| 30D | +12.0% | -11.4% | +23.3% | +9.2% |
| 3M | +2.3% | -15.5% | +17.8% | -0.9% |
| 6M | -12.1% | -42.6% | +30.5% | -19.2% |
| YTD | -47.5% | +23.2% | -70.7% | -52.0% |
| 1Y | -46.9% | +23.6% | -70.5% | -51.7% |
| All | -46.9% | +24.3% | -71.2% | -51.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling