-14.0%
GDDY vs NTNX
-15.5%
+1.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.3% | -4.5% | -4.7% |
| 7D | -2.4% | -13.2% | +10.7% | +1.7% |
| 30D | +17.7% | -20.5% | +38.2% | +25.9% |
| 3M | +26.6% | -2.9% | +29.5% | +25.9% |
| 6M | +34.2% | +35.3% | -1.1% | +22.0% |
| YTD | -7.8% | +12.9% | -20.7% | -17.5% |
| 1Y | -14.0% | -15.2% | +1.2% | -23.6% |
| All | -14.0% | -15.5% | +1.5% | -23.6% |
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