-55.2%
GLXY vs NTNX
-9.1%
-46.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | -1.5% | -15.5% | -16.7% |
| 7D | -26.8% | -12.3% | -14.5% | -25.3% |
| 30D | -38.3% | -13.2% | -25.1% | -37.1% |
| 3M | -36.9% | +3.6% | -40.5% | -36.0% |
| 6M | -52.1% | +45.7% | -97.8% | -52.5% |
| YTD | -37.5% | +23.2% | -60.8% | -41.9% |
| 1Y | -55.2% | -9.1% | -46.1% | -56.8% |
| All | -55.2% | -9.1% | -46.1% | -56.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling