+187.7%
GD vs NTNX
+156.8%
+30.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.8% |
| 7D | -5.3% | -1.6% | -3.7% | -5.1% |
| 30D | -6.4% | +11.6% | -18.1% | -7.4% |
| 3M | +5.7% | +23.8% | -18.1% | +3.6% |
| 6M | -0.9% | +68.8% | -69.7% | -5.7% |
| YTD | +8.2% | +31.7% | -23.5% | +4.9% |
| 1Y | +13.4% | -0.9% | +14.3% | +12.5% |
| 3Y | +68.5% | +95.0% | -26.5% | +54.4% |
| 5Y | +97.2% | +57.4% | +39.8% | +80.4% |
| All | +187.7% | +156.8% | +30.8% | +136.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling