-42.5%
INTU vs GFS
-9.0%
-33.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | -4.1% | +17.2% | -21.4% | -6.5% |
| 30D | +12.8% | -8.7% | +21.6% | +13.8% |
| 3M | +2.1% | -19.7% | +21.8% | +4.8% |
| 6M | -11.5% | -40.7% | +29.2% | -7.4% |
| YTD | -47.9% | +22.5% | -70.5% | -57.0% |
| 1Y | -47.7% | +25.2% | -72.9% | -57.2% |
| 3Y | -34.0% | -17.7% | -16.3% | -41.4% |
| 5Y | -43.5% | -23.5% | -20.0% | -49.5% |
| All | -42.5% | -9.0% | -33.5% | -47.3% |
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