-18.1%
GIS vs NTNX
+148.8%
-166.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | -6.4% | -3.1% | -3.2% | -6.4% |
| 30D | -6.1% | +2.0% | -8.1% | -6.1% |
| 3M | +7.8% | +34.0% | -26.1% | +7.9% |
| 6M | -8.8% | +72.4% | -81.2% | -8.5% |
| YTD | -19.1% | +27.5% | -46.7% | -19.0% |
| 1Y | -24.8% | -18.7% | -6.0% | -24.9% |
| 3Y | -37.6% | +80.8% | -118.3% | -37.7% |
| 5Y | -25.4% | +54.5% | -79.9% | -25.6% |
| All | -18.1% | +148.8% | -166.9% | -21.5% |
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