-2.7%
GFS vs NTNX
+97.1%
-99.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.1% |
| 7D | +2.6% | +1.2% | +1.4% | +2.3% |
| 30D | -16.4% | +7.7% | -24.1% | -18.1% |
| 3M | -41.6% | +30.2% | -71.8% | -45.8% |
| 6M | -3.7% | +69.4% | -73.1% | -18.2% |
| YTD | +29.3% | +30.6% | -1.3% | +17.7% |
| 1Y | +37.1% | -10.0% | +47.1% | +38.9% |
| 3Y | -22.1% | +86.6% | -108.8% | -41.8% |
| All | -2.7% | +97.1% | -99.8% | -19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling