-41.3%
INTU vs GLDM
+116.0%
-157.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +0.7% |
| 7D | -1.2% | +2.9% | -4.1% | -1.3% |
| 30D | +12.4% | -3.9% | +16.4% | +12.5% |
| 3M | +2.3% | -8.1% | +10.4% | +2.5% |
| 6M | -13.3% | -14.7% | +1.4% | -12.8% |
| YTD | -47.9% | -6.6% | -41.3% | -48.5% |
| 1Y | -47.2% | -2.1% | -45.1% | -48.3% |
| 3Y | -33.9% | +107.7% | -141.6% | -46.5% |
| 5Y | -41.3% | +116.5% | -157.8% | -57.5% |
| All | -41.3% | +116.0% | -157.3% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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