+19.1%
GDXJ vs NTNX
-16.9%
+36.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -8.1% | +8.6% | +0.6% |
| 7D | +3.8% | -17.2% | +21.0% | +4.1% |
| 30D | -7.7% | -20.2% | +12.5% | -7.4% |
| 3M | -4.3% | -4.0% | -0.3% | -3.7% |
| 6M | -7.4% | +34.8% | -42.2% | -5.3% |
| YTD | -7.9% | +13.3% | -21.2% | -5.6% |
| 1Y | +19.1% | -16.0% | +35.1% | +20.1% |
| All | +19.1% | -16.9% | +36.0% | +20.1% |
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