+9.9%
GD vs NTNX
-15.3%
+25.2%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -1.0% | -3.1% | +2.2% | -0.8% |
| 30D | -9.7% | +2.0% | -11.7% | -9.9% |
| 3M | -0.4% | +34.0% | -34.3% | -2.2% |
| 6M | +1.5% | +72.4% | -70.9% | -2.4% |
| YTD | +7.1% | +27.5% | -20.4% | +4.2% |
| 1Y | +9.9% | -18.7% | +28.6% | +10.9% |
| All | +9.9% | -15.3% | +25.2% | +10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling