+100.5%
GD vs NTNX
+73.4%
+27.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | +2.7% | +3.4% | -0.8% | +2.5% |
| 30D | +8.6% | -13.6% | +22.2% | +9.4% |
| 3M | -7.1% | -11.1% | +4.1% | -6.6% |
| 6M | +7.5% | +35.7% | -28.2% | +5.4% |
| YTD | +9.9% | +16.8% | -6.9% | +8.4% |
| 1Y | +7.6% | -9.1% | +16.7% | +7.3% |
| 3Y | +56.2% | +55.8% | +0.4% | +50.5% |
| All | +100.5% | +73.4% | +27.1% | +92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling