-40.4%
INTU vs GTLB
-49.8%
+9.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.9% |
| 7D | -9.2% | -4.1% | -5.1% | -8.2% |
| 30D | -7.0% | +12.3% | -19.4% | -10.0% |
| 3M | +10.5% | +65.9% | -55.4% | -3.7% |
| 6M | -30.6% | +104.0% | -134.5% | -42.5% |
| YTD | -52.3% | +26.0% | -78.4% | -55.8% |
| 1Y | -51.8% | -3.5% | -48.3% | -52.9% |
| 3Y | -41.8% | -9.6% | -32.2% | -45.8% |
| All | -40.4% | -49.8% | +9.4% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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