-42.6%
INTU vs GH
+43.1%
-85.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.2% | -6.2% | -1.8% |
| 7D | -3.9% | -7.0% | +3.1% | -2.9% |
| 30D | +11.7% | -5.2% | +16.9% | +12.3% |
| 3M | +4.5% | -5.8% | +10.2% | +4.6% |
| 6M | -13.9% | +65.9% | -79.8% | -23.4% |
| YTD | -48.2% | +55.5% | -103.7% | -53.7% |
| 1Y | -47.1% | +64.2% | -111.3% | -53.4% |
| 3Y | -32.5% | +606.0% | -638.5% | -60.3% |
| 5Y | -42.6% | +47.3% | -89.8% | -56.4% |
| All | -42.6% | +43.1% | -85.6% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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