-36.6%
INTU vs GTLB
-47.1%
+10.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.4% | -3.6% |
| 7D | -7.1% | +11.1% | -18.1% | -9.8% |
| 30D | +1.5% | +37.8% | -36.4% | -7.0% |
| 3M | +10.7% | +61.6% | -50.9% | -2.9% |
| 6M | -23.8% | +98.9% | -122.8% | -36.6% |
| YTD | -49.3% | +32.8% | -82.1% | -53.7% |
| 1Y | -49.7% | +14.7% | -64.3% | -52.9% |
| 3Y | -38.0% | +1.3% | -39.4% | -43.9% |
| All | -36.6% | -47.1% | +10.5% | -44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling