-40.7%
INTU vs GSK
+53.4%
-94.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.4% | -4.1% |
| 7D | -7.5% | -4.2% | -3.4% | -7.5% |
| 30D | -1.9% | -7.5% | +5.6% | -2.0% |
| 3M | +4.9% | -3.3% | +8.1% | +5.0% |
| 6M | -33.2% | -9.3% | -23.9% | -33.2% |
| YTD | -51.4% | +1.6% | -53.0% | -51.8% |
| 1Y | -52.0% | +25.5% | -77.5% | -53.3% |
| 3Y | -40.7% | +49.3% | -89.9% | -43.4% |
| All | -40.7% | +53.4% | -94.1% | -43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 3y: compounded portfolio wealth divided by compounded GSK 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…
3y analysis · Full analysis span regression · 6 months rolling