-49.7%
INTU vs GIS
-18.7%
-31.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.9% | -2.5% |
| 7D | -7.1% | -7.8% | +0.8% | -4.5% |
| 30D | +1.5% | +6.6% | -5.1% | -0.3% |
| 3M | +10.7% | +21.0% | -10.3% | +7.5% |
| 6M | -23.8% | -9.1% | -14.8% | -24.6% |
| YTD | -49.3% | -13.6% | -35.7% | -49.2% |
| 1Y | -49.7% | -18.0% | -31.6% | -49.4% |
| All | -49.7% | -18.7% | -31.0% | -49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 1y: compounded portfolio wealth divided by compounded GIS 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…
1y analysis · Full analysis span regression · 6 months rolling