-22.0%
GFS vs NTNX
+80.9%
-102.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.4% |
| 7D | +3.2% | -3.9% | +7.1% | +3.9% |
| 30D | -9.6% | +1.7% | -11.3% | -9.9% |
| 3M | -38.5% | +31.7% | -70.2% | -41.5% |
| 6M | -1.3% | +69.4% | -70.6% | -11.8% |
| YTD | +31.8% | +26.6% | +5.2% | +25.3% |
| 1Y | +44.6% | -15.2% | +59.8% | +52.2% |
| All | -22.0% | +80.9% | -102.9% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling