+235.2%
INTU vs GIS
-18.8%
+254.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.3% |
| 7D | -4.1% | -8.1% | +3.9% | -2.3% |
| 30D | +12.8% | +5.3% | +7.5% | +11.7% |
| 3M | +2.1% | -10.5% | +12.6% | +4.6% |
| 6M | -11.5% | +1.8% | -13.3% | -11.5% |
| YTD | -47.9% | -22.9% | -25.0% | -45.4% |
| 1Y | -47.7% | -22.9% | -24.7% | -45.2% |
| 3Y | -34.0% | -40.5% | +6.6% | -28.3% |
| 5Y | -43.5% | -34.9% | -8.7% | -41.1% |
| All | +235.2% | -18.8% | +254.1% | +221.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling