+165.2%
GD vs NTNX
+108.9%
+56.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +2.7% | +3.4% | -0.8% | +2.3% |
| 30D | +8.6% | -13.6% | +22.2% | +9.9% |
| 3M | -7.1% | -11.1% | +4.1% | -6.2% |
| 6M | +7.5% | +35.7% | -28.2% | +4.2% |
| YTD | +9.9% | +16.8% | -6.9% | +7.6% |
| 1Y | +7.6% | -9.1% | +16.7% | +7.4% |
| 3Y | +56.2% | +55.8% | +0.4% | +45.7% |
| 5Y | +100.6% | +73.4% | +27.3% | +80.8% |
| All | +165.2% | +108.9% | +56.3% | +119.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 NTNX 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