+24.5%
GLD vs NTNX
+0.3%
+24.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.5% | -1.6% | +1.1% | -0.6% |
| 30D | +4.4% | +11.6% | -7.3% | +5.0% |
| 3M | -1.1% | +23.8% | -24.9% | 0.0% |
| 6M | -13.8% | +68.8% | -82.6% | -10.6% |
| YTD | +2.6% | +31.7% | -29.0% | +6.8% |
| 1Y | +24.5% | -0.9% | +25.4% | +30.7% |
| All | +24.5% | +0.3% | +24.2% | +30.7% |
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