-38.1%
INTU vs GFS
-20.0%
-18.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.5% | -4.9% | -3.4% |
| 7D | -7.1% | +1.0% | -8.1% | -7.1% |
| 30D | +1.5% | -8.6% | +10.0% | +1.5% |
| 3M | +10.7% | -46.5% | +57.2% | +13.2% |
| 6M | -23.8% | -4.8% | -19.0% | -29.3% |
| YTD | -49.3% | +29.7% | -79.0% | -56.4% |
| 1Y | -49.7% | +35.8% | -85.5% | -57.4% |
| All | -38.1% | -20.0% | -18.1% | -41.4% |
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