-32.5%
INTU vs GGLL
+153.6%
-186.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.4% | -1.2% |
| 7D | -3.9% | +6.3% | -10.3% | -4.6% |
| 30D | +11.7% | -35.1% | +46.8% | +16.6% |
| 3M | +4.5% | -37.7% | +42.1% | +9.4% |
| 6M | -13.9% | -54.1% | +40.2% | -7.2% |
| YTD | -48.2% | -29.4% | -18.8% | -47.9% |
| 1Y | -47.1% | -13.4% | -33.7% | -48.8% |
| 3Y | -32.5% | +158.3% | -190.8% | -48.8% |
| All | -32.5% | +153.6% | -186.1% | -48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling