+14,280.4%
INTU vs GIS
+635.3%
+13,645.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.9% | -2.6% |
| 7D | -7.1% | -7.8% | +0.8% | -4.7% |
| 30D | +1.5% | +6.6% | -5.1% | -0.5% |
| 3M | +10.7% | +21.0% | -10.3% | +4.5% |
| 6M | -23.8% | -9.1% | -14.8% | -21.7% |
| YTD | -49.3% | -13.6% | -35.7% | -47.3% |
| 1Y | -49.7% | -18.0% | -31.6% | -47.0% |
| 3Y | -38.0% | -33.7% | -4.3% | -31.8% |
| 5Y | -38.7% | -19.4% | -19.3% | -38.0% |
| 10Y | +221.3% | -21.3% | +242.6% | +217.9% |
| All | +14,280.4% | +635.3% | +13,645.2% | +6,398.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling