+88.3%
INTU vs GLDM
+219.0%
-130.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.2% | +3.1% |
| 7D | +8.7% | -0.3% | +8.9% | +8.7% |
| 30D | +25.9% | -1.9% | +27.7% | +26.0% |
| 3M | +10.7% | -0.4% | +11.1% | +10.7% |
| 6M | -11.6% | -10.1% | -1.5% | -10.7% |
| YTD | -45.4% | -5.8% | -39.6% | -45.9% |
| 1Y | -45.2% | +3.1% | -48.3% | -46.8% |
| 3Y | -26.5% | +103.4% | -129.9% | -40.0% |
| 5Y | -40.7% | +125.5% | -166.2% | -53.7% |
| All | +88.3% | +219.0% | -130.7% | +54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling