-44.0%
INTU vs GFS
-3.7%
-40.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.5% | -4.9% | -3.6% |
| 7D | -7.1% | +1.0% | -8.1% | -7.2% |
| 30D | +1.5% | -8.6% | +10.0% | +2.6% |
| 3M | +10.7% | -46.5% | +57.2% | +22.3% |
| 6M | -23.8% | -4.8% | -19.0% | -29.8% |
| YTD | -49.3% | +29.7% | -79.0% | -58.2% |
| 1Y | -49.7% | +35.8% | -85.5% | -59.4% |
| 3Y | -38.0% | -18.3% | -19.7% | -43.8% |
| All | -44.0% | -3.7% | -40.3% | -48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling