+46.0%
GFI vs NTNX
+0.3%
+45.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.5% | -1.6% |
| 7D | +3.1% | -1.6% | +4.7% | +3.1% |
| 30D | +27.1% | +11.6% | +15.5% | +27.1% |
| 3M | +21.2% | +23.8% | -2.6% | +21.2% |
| 6M | -4.5% | +68.8% | -73.3% | -3.5% |
| YTD | +11.7% | +31.7% | -19.9% | +14.6% |
| 1Y | +46.0% | -0.9% | +46.9% | +62.1% |
| All | +46.0% | +0.3% | +45.8% | +62.1% |
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