+5.1%
GNRC vs NTNX
+0.3%
+4.9%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | +1.9% | -1.6% | +3.5% | +1.8% |
| 30D | -13.8% | +11.6% | -25.5% | -13.1% |
| 3M | -32.6% | +23.8% | -56.5% | -31.1% |
| 6M | -15.2% | +68.8% | -84.0% | -12.6% |
| YTD | +37.4% | +31.7% | +5.7% | +39.3% |
| 1Y | +5.1% | -0.9% | +6.0% | +8.3% |
| All | +5.1% | +0.3% | +4.9% | +8.3% |
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