+211.0%
INTU vs GME
+255.4%
-44.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.3% | -6.9% | -1.7% |
| 7D | -8.5% | +4.8% | -13.3% | -8.6% |
| 30D | -6.1% | +5.9% | -12.0% | -6.3% |
| 3M | +7.3% | -10.7% | +18.1% | +7.7% |
| 6M | -33.2% | -19.8% | -13.4% | -32.8% |
| YTD | -52.2% | -0.9% | -51.2% | -52.2% |
| 1Y | -52.7% | -15.7% | -37.0% | -52.5% |
| 3Y | -41.6% | +12.3% | -53.9% | -44.2% |
| 5Y | -42.6% | -60.1% | +17.4% | -44.6% |
| 10Y | +211.0% | +265.3% | -54.3% | +114.6% |
| All | +211.0% | +255.4% | -44.3% | +114.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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