-34.4%
INTU vs GFS
-16.8%
-17.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -4.1% | +17.2% | -21.4% | -3.9% |
| 30D | +12.8% | -8.7% | +21.6% | +12.8% |
| 3M | +2.1% | -19.7% | +21.8% | +2.2% |
| 6M | -11.5% | -40.7% | +29.2% | -11.6% |
| YTD | -47.9% | +22.5% | -70.5% | -55.0% |
| 1Y | -47.7% | +25.2% | -72.9% | -55.1% |
| All | -34.4% | -16.8% | -17.6% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling