+248.5%
GLDM vs NTNX
+29.2%
+219.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.5% | -1.6% | +1.1% | -0.5% |
| 30D | +4.4% | +11.6% | -7.2% | +4.3% |
| 3M | -1.1% | +23.8% | -24.9% | -1.3% |
| 6M | -13.7% | +68.8% | -82.5% | -14.2% |
| YTD | +2.8% | +31.7% | -28.9% | +2.5% |
| 1Y | +24.8% | -0.9% | +25.7% | +25.0% |
| 3Y | +127.8% | +95.0% | +32.8% | +124.6% |
| 5Y | +141.1% | +57.4% | +83.7% | +138.2% |
| All | +248.5% | +29.2% | +219.2% | +237.8% |
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 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