+73.1%
GD vs NTNX
+85.1%
-12.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -3.1% | +0.1% | -3.3% | -3.1% |
| 30D | -10.9% | +3.8% | -14.8% | -11.2% |
| 3M | +2.5% | +31.9% | -29.5% | +0.7% |
| 6M | -1.7% | +68.5% | -70.2% | -5.0% |
| YTD | +6.1% | +29.5% | -23.4% | +3.9% |
| 1Y | +11.7% | -11.6% | +23.3% | +11.6% |
| All | +73.1% | +85.1% | -12.1% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling