+35.8%
GFS vs NTNX
+0.3%
+35.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.5% |
| 7D | +1.0% | -1.6% | +2.6% | +0.9% |
| 30D | -8.6% | +11.6% | -20.2% | -7.9% |
| 3M | -46.5% | +23.8% | -70.4% | -45.4% |
| 6M | -4.8% | +68.8% | -73.6% | -3.4% |
| YTD | +29.7% | +31.7% | -2.0% | +32.6% |
| 1Y | +35.8% | -0.9% | +36.7% | +46.9% |
| All | +35.8% | +0.3% | +35.6% | +46.9% |
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 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