+217.4%
GLD vs NTNX
+148.8%
+68.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.6% |
| 7D | -2.0% | -3.1% | +1.2% | -1.9% |
| 30D | -1.5% | +2.0% | -3.5% | -1.5% |
| 3M | +3.2% | +34.0% | -30.7% | +2.9% |
| 6M | -16.3% | +72.4% | -88.7% | -16.8% |
| YTD | +0.6% | +27.5% | -26.9% | +0.4% |
| 1Y | +19.1% | -18.7% | +37.9% | +19.6% |
| 3Y | +123.5% | +80.8% | +42.8% | +120.9% |
| 5Y | +138.5% | +54.5% | +84.0% | +135.7% |
| All | +217.4% | +148.8% | +68.6% | +209.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling