-29.9%
INTU vs GSK
+63.2%
-93.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.6% | -3.8% |
| 7D | +0.1% | +1.7% | -1.5% | 0.0% |
| 30D | +15.4% | +7.0% | +8.4% | +15.2% |
| 3M | +6.6% | -2.7% | +9.2% | +6.4% |
| 6M | -11.3% | +1.4% | -12.7% | -11.3% |
| YTD | -47.7% | +5.3% | -53.1% | -48.2% |
| 1Y | -47.0% | +10.6% | -57.7% | -47.7% |
| 3Y | -29.9% | +62.6% | -92.5% | -29.3% |
| All | -29.9% | +63.2% | -93.1% | -29.3% |
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