+231.4%
INTU vs GME
+482.1%
-250.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.7% |
| 7D | -1.2% | +4.8% | -6.0% | -1.4% |
| 30D | +12.4% | -4.3% | +16.7% | +12.6% |
| 3M | +2.3% | +35.3% | -33.1% | +1.2% |
| 6M | -13.3% | +4.7% | -18.1% | -13.5% |
| YTD | -47.9% | +26.6% | -74.5% | -48.3% |
| 1Y | -47.2% | +18.3% | -65.5% | -47.5% |
| 3Y | -33.9% | +102.8% | -136.7% | -37.9% |
| 5Y | -41.3% | -48.9% | +7.6% | -43.8% |
| All | +231.4% | +482.1% | -250.7% | +122.5% |
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