+24.3%
GME vs NTNX
+82.3%
-58.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +3.0% | +3.7% |
| 7D | +10.4% | -3.1% | +13.5% | +10.6% |
| 30D | +14.1% | +2.0% | +12.1% | +13.9% |
| 3M | -4.6% | +34.0% | -38.6% | -6.7% |
| 6M | -13.5% | +72.4% | -85.9% | -17.4% |
| YTD | +5.3% | +27.5% | -22.2% | +2.5% |
| 1Y | -14.9% | -18.7% | +3.8% | -14.7% |
| 3Y | +24.3% | +80.8% | -56.5% | -11.9% |
| All | +24.3% | +82.3% | -58.0% | -11.9% |
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