-41.7%
INTU vs GWRE
+49.2%
-90.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.3% |
| 7D | -9.2% | -30.9% | +21.8% | +5.1% |
| 30D | -7.0% | -20.7% | +13.7% | +1.1% |
| 3M | +10.5% | +20.2% | -9.6% | -0.2% |
| 6M | -30.6% | -11.9% | -18.7% | -29.2% |
| YTD | -52.3% | -30.3% | -22.0% | -48.1% |
| 1Y | -51.8% | -44.6% | -7.2% | -44.1% |
| All | -41.7% | +49.2% | -90.9% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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