+530.3%
INTU vs GWRE
+793.8%
-263.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.8% | +3.7% | -0.9% |
| 7D | -7.5% | -25.6% | +18.0% | +3.4% |
| 30D | -1.9% | -12.2% | +10.3% | +2.3% |
| 3M | +4.9% | +17.7% | -12.9% | -3.9% |
| 6M | -33.2% | -11.3% | -21.9% | -31.4% |
| YTD | -51.4% | -25.5% | -25.9% | -46.6% |
| 1Y | -52.0% | -42.8% | -9.2% | -41.6% |
| 3Y | -40.7% | +59.0% | -99.7% | -54.8% |
| 5Y | -41.7% | +21.6% | -63.3% | -51.9% |
| 10Y | +211.1% | +139.2% | +71.9% | +107.3% |
| All | +530.3% | +793.8% | -263.5% | +207.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling