+305.1%
GDX vs NTNX
+148.8%
+156.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.1% |
| 7D | -2.2% | -3.1% | +1.0% | -2.0% |
| 30D | +6.8% | +2.0% | +4.8% | +6.6% |
| 3M | +24.9% | +34.0% | -9.0% | +22.6% |
| 6M | -4.2% | +72.4% | -76.6% | -7.7% |
| YTD | +13.2% | +27.5% | -14.3% | +11.1% |
| 1Y | +40.2% | -18.7% | +58.9% | +41.4% |
| 3Y | +249.6% | +80.8% | +168.8% | +230.1% |
| 5Y | +230.4% | +54.5% | +175.9% | +209.9% |
| All | +305.1% | +148.8% | +156.4% | +261.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling