+7.0%
GLXY vs NTNX
-17.8%
+24.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.4% | +1.0% |
| 7D | -7.3% | -3.1% | -4.2% | -7.0% |
| 30D | +15.7% | +2.0% | +13.8% | +15.6% |
| 3M | -26.7% | +34.0% | -60.6% | -28.8% |
| 6M | +13.7% | +72.4% | -58.7% | +4.1% |
| YTD | +9.1% | +27.5% | -18.4% | +2.9% |
| 1Y | -15.5% | -18.7% | +3.3% | -7.2% |
| All | +7.0% | -17.8% | +24.8% | +14.1% |
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