-14.3%
GME vs NTNX
+0.3%
-14.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | +7.2% | -1.6% | +8.8% | +7.3% |
| 30D | +0.8% | +11.6% | -10.9% | 0.0% |
| 3M | -14.0% | +23.8% | -37.8% | -15.5% |
| 6M | -19.7% | +68.8% | -88.5% | -24.2% |
| YTD | -4.6% | +31.7% | -36.3% | -9.0% |
| 1Y | -14.3% | -0.9% | -13.5% | -13.3% |
| All | -14.3% | +0.3% | -14.6% | -13.3% |
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