+143.8%
GLDM vs NTNX
+55.9%
+87.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +0.9% |
| 7D | +0.2% | +0.1% | 0.0% | +0.2% |
| 30D | +0.3% | +3.8% | -3.6% | +0.3% |
| 3M | +3.3% | +31.9% | -28.6% | +3.4% |
| 6M | -14.5% | +68.5% | -83.0% | -14.3% |
| YTD | +1.9% | +29.5% | -27.6% | +2.3% |
| 1Y | +21.1% | -11.6% | +32.7% | +21.9% |
| 3Y | +128.6% | +85.1% | +43.5% | +128.4% |
| 5Y | +143.8% | +54.8% | +89.0% | +140.8% |
| All | +143.8% | +55.9% | +87.9% | +140.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling