+8.4%
GFI vs NTNX
-9.1%
+17.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.5% | +7.9% | +6.3% |
| 7D | +1.4% | -12.3% | +13.8% | +1.4% |
| 30D | +3.0% | -13.2% | +16.2% | +2.9% |
| 3M | +10.2% | +3.6% | +6.6% | +10.7% |
| 6M | -10.1% | +45.7% | -55.7% | -7.5% |
| YTD | -11.4% | +23.2% | -34.6% | -8.3% |
| 1Y | +8.4% | -9.1% | +17.5% | +10.7% |
| All | +8.4% | -9.1% | +17.5% | +10.7% |
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