+786.9%
GLW vs NTNX
+146.9%
+640.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.8% |
| 7D | +11.7% | -3.9% | +15.6% | +12.4% |
| 30D | +2.7% | +1.7% | +1.0% | +2.3% |
| 3M | -2.8% | +31.7% | -34.6% | -7.2% |
| 6M | +20.2% | +69.4% | -49.2% | +9.4% |
| YTD | +87.3% | +26.6% | +60.7% | +77.7% |
| 1Y | +119.6% | -15.2% | +134.8% | +121.5% |
| 3Y | +453.7% | +80.9% | +372.8% | +379.6% |
| 5Y | +376.1% | +53.3% | +322.8% | +307.8% |
| All | +786.9% | +146.9% | +640.1% | +536.7% |
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 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