-34.4%
INTU vs GTLB
-49.8%
+15.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.3% |
| 7D | -3.9% | -9.6% | +5.7% | -1.4% |
| 30D | +12.0% | -15.5% | +27.5% | +16.7% |
| 3M | +2.3% | +12.4% | -10.1% | -1.3% |
| 6M | -12.1% | +84.6% | -96.6% | -25.6% |
| YTD | -47.5% | +26.1% | -73.6% | -51.6% |
| 1Y | -46.9% | +1.7% | -48.6% | -48.7% |
| 3Y | -33.5% | +6.1% | -39.5% | -40.4% |
| 5Y | -41.2% | -61.1% | +19.9% | -48.1% |
| All | -34.4% | -49.8% | +15.4% | -42.1% |
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