+221.0%
GLD vs NTNX
+152.6%
+68.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.9% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | +0.2% | +3.8% | -3.6% | +0.2% |
| 3M | +3.2% | +31.9% | -28.7% | +2.9% |
| 6M | -14.6% | +68.5% | -83.1% | -15.1% |
| YTD | +1.8% | +29.5% | -27.7% | +1.5% |
| 1Y | +20.7% | -11.6% | +32.4% | +21.1% |
| 3Y | +126.5% | +85.1% | +41.4% | +123.8% |
| 5Y | +140.0% | +54.8% | +85.2% | +137.2% |
| All | +221.0% | +152.6% | +68.4% | +213.2% |
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 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