+170.5%
GM vs NTNX
+82.3%
+88.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.3% | -0.6% |
| 7D | -2.4% | -3.1% | +0.7% | -2.2% |
| 30D | -1.1% | +2.0% | -3.1% | -1.3% |
| 3M | +6.1% | +34.0% | -27.8% | +3.9% |
| 6M | +15.0% | +72.4% | -57.4% | +10.0% |
| YTD | +6.0% | +27.5% | -21.5% | +4.2% |
| 1Y | +47.1% | -18.7% | +65.8% | +51.5% |
| 3Y | +170.5% | +80.8% | +89.7% | +139.9% |
| All | +170.5% | +82.3% | +88.2% | +139.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling