+249.6%
GDX vs NTNX
+82.3%
+167.3%
-38.9%
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% | +1.1% |
| 7D | -2.2% | -3.1% | +1.0% | -2.0% |
| 30D | +6.8% | +2.0% | +4.8% | +6.7% |
| 3M | +24.9% | +34.0% | -9.0% | +23.4% |
| 6M | -4.2% | +72.4% | -76.6% | -6.6% |
| YTD | +13.2% | +27.5% | -14.3% | +12.3% |
| 1Y | +40.2% | -18.7% | +58.9% | +43.5% |
| 3Y | +249.6% | +80.8% | +168.8% | +216.2% |
| All | +249.6% | +82.3% | +167.3% | +216.2% |
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