+239.6%
GLDM vs NTNX
+24.2%
+215.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.5% | -1.7% |
| 7D | -3.4% | -3.9% | +0.5% | -3.4% |
| 30D | -1.1% | +1.7% | -2.8% | -1.1% |
| 3M | +5.9% | +31.7% | -25.9% | +5.5% |
| 6M | -16.9% | +69.4% | -86.2% | -17.4% |
| YTD | +0.2% | +26.6% | -26.4% | 0.0% |
| 1Y | +18.6% | -15.2% | +33.8% | +19.0% |
| 3Y | +124.6% | +80.9% | +43.7% | +121.7% |
| 5Y | +140.6% | +53.3% | +87.3% | +137.7% |
| All | +239.6% | +24.2% | +215.4% | +229.4% |
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