-47.2%
INTU vs GFS
-2.1%
-45.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -1.9% |
| 7D | -8.5% | +4.5% | -13.0% | -9.2% |
| 30D | -6.1% | -8.2% | +2.1% | -5.0% |
| 3M | +7.3% | -38.9% | +46.2% | +15.4% |
| 6M | -33.2% | -2.9% | -30.3% | -38.7% |
| YTD | -52.2% | +31.8% | -83.9% | -60.6% |
| 1Y | -52.7% | +43.1% | -95.8% | -62.3% |
| 3Y | -41.6% | -20.6% | -21.0% | -46.3% |
| All | -47.2% | -2.1% | -45.0% | -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 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