-43.2%
INTU vs GFS
-25.2%
-18.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +0.9% |
| 7D | +0.1% | +7.4% | -7.3% | -1.1% |
| 30D | +10.1% | -15.3% | +25.3% | +12.4% |
| 3M | -4.2% | -21.1% | +16.9% | -1.3% |
| 6M | -7.2% | -44.5% | +37.2% | -1.4% |
| YTD | -47.7% | +19.2% | -66.9% | -57.0% |
| 1Y | -46.7% | +27.2% | -73.9% | -57.2% |
| 3Y | -34.1% | -20.1% | -13.9% | -41.5% |
| All | -43.2% | -25.2% | -18.0% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling