+5.8%
GLXY vs NTNX
-18.4%
+24.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.8% | -3.8% |
| 7D | -8.9% | -3.9% | -5.0% | -8.6% |
| 30D | +19.9% | +1.7% | +18.2% | +19.8% |
| 3M | -20.0% | +31.7% | -51.7% | -22.2% |
| 6M | +10.5% | +69.4% | -58.8% | +1.6% |
| YTD | +7.9% | +26.6% | -18.6% | +1.9% |
| 1Y | -7.5% | -15.2% | +7.7% | -0.7% |
| All | +5.8% | -18.4% | +24.3% | +12.9% |
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