+3.1%
GLDM vs NTNX
-9.1%
+12.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.2% | +3.6% |
| 7D | -0.3% | -12.3% | +12.1% | -0.7% |
| 30D | -1.9% | -13.2% | +11.4% | -2.3% |
| 3M | -0.4% | +3.6% | -4.0% | +0.1% |
| 6M | -10.1% | +45.7% | -55.7% | -7.3% |
| YTD | -5.8% | +23.2% | -29.1% | -1.3% |
| 1Y | +3.1% | -9.1% | +12.2% | +9.0% |
| All | +3.1% | -9.1% | +12.2% | +9.0% |
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