+300.7%
GDX vs NTNX
+146.9%
+153.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.2% | -3.3% |
| 7D | -5.4% | -3.9% | -1.5% | -5.1% |
| 30D | +6.6% | +1.7% | +4.8% | +6.4% |
| 3M | +30.1% | +31.7% | -1.6% | +27.8% |
| 6M | -7.1% | +69.4% | -76.5% | -10.4% |
| YTD | +12.0% | +26.6% | -14.6% | +9.9% |
| 1Y | +41.2% | -15.2% | +56.4% | +42.0% |
| 3Y | +251.0% | +80.9% | +170.1% | +231.4% |
| 5Y | +226.7% | +53.3% | +173.4% | +206.6% |
| All | +300.7% | +146.9% | +153.8% | +257.9% |
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