+204.7%
GLDM vs NTNX
+14.6%
+190.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.1% |
| 7D | -4.6% | +3.4% | -8.1% | -4.7% |
| 30D | -5.5% | -13.6% | +8.1% | -5.3% |
| 3M | -10.9% | -11.1% | +0.3% | -10.7% |
| 6M | -17.3% | +35.7% | -53.0% | -17.6% |
| YTD | -10.2% | +16.8% | -27.0% | -10.3% |
| 1Y | -6.9% | -9.1% | +2.2% | -6.7% |
| 3Y | +98.7% | +55.8% | +42.9% | +96.5% |
| 5Y | +106.7% | +73.4% | +33.4% | +103.5% |
| All | +204.7% | +14.6% | +190.0% | +195.7% |
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