+1,093.3%
GFI vs NTNX
+148.8%
+944.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.0% | -1.3% |
| 7D | -4.9% | -3.1% | -1.7% | -4.7% |
| 30D | +10.7% | +2.0% | +8.8% | +10.6% |
| 3M | +25.6% | +34.0% | -8.3% | +24.1% |
| 6M | -8.3% | +72.4% | -80.6% | -10.5% |
| YTD | +6.3% | +27.5% | -21.2% | +5.0% |
| 1Y | +22.1% | -18.7% | +40.8% | +22.9% |
| 3Y | +289.2% | +80.8% | +208.4% | +274.2% |
| 5Y | +531.7% | +54.5% | +477.2% | +504.2% |
| All | +1,093.3% | +148.8% | +944.6% | +1,020.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling