+14,683.6%
INTU vs GSK
+1,044.4%
+13,639.3%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | -1.2% | +5.2% | -6.4% | -3.3% |
| 30D | +12.4% | +10.2% | +2.3% | +8.1% |
| 3M | +2.3% | -0.9% | +3.2% | +2.6% |
| 6M | -13.3% | +3.5% | -16.8% | -15.1% |
| YTD | -47.9% | +7.2% | -55.1% | -50.4% |
| 1Y | -47.2% | +12.0% | -59.2% | -50.6% |
| 3Y | -33.9% | +67.3% | -101.2% | -49.9% |
| 5Y | -41.3% | +45.3% | -86.6% | -53.4% |
| 10Y | +237.9% | +101.8% | +136.1% | +131.0% |
| All | +14,683.6% | +1,044.4% | +13,639.3% | +5,846.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling