-18.7%
INTU vs GGLL
+188.6%
-207.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.4% | -5.2% | -4.0% |
| 7D | +0.1% | +3.1% | -3.0% | -0.5% |
| 30D | +15.4% | -36.3% | +51.8% | +24.2% |
| 3M | +6.6% | -40.4% | +46.9% | +15.9% |
| 6M | -11.3% | -54.6% | +43.3% | +0.4% |
| YTD | -47.7% | -31.1% | -16.6% | -47.0% |
| 1Y | -47.0% | -19.2% | -27.8% | -48.7% |
| 3Y | -29.9% | +151.5% | -181.5% | -57.3% |
| All | -18.7% | +188.6% | -207.3% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling