-41.7%
INTU vs GIS
-21.0%
-20.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.6% | -4.0% |
| 7D | -7.5% | -8.3% | +0.7% | -6.7% |
| 30D | -1.9% | +2.2% | -4.1% | -2.0% |
| 3M | +4.9% | +15.7% | -10.8% | +4.3% |
| 6M | -33.2% | -12.0% | -21.3% | -33.3% |
| YTD | -51.4% | -15.0% | -36.4% | -51.4% |
| 1Y | -52.0% | -20.1% | -31.9% | -52.0% |
| 3Y | -40.7% | -34.6% | -6.1% | -41.0% |
| 5Y | -41.7% | -22.8% | -18.9% | -41.1% |
| All | -41.7% | -21.0% | -20.7% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling