+415.1%
GNRC vs NTNX
+148.8%
+266.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.2% | +2.8% |
| 7D | -0.2% | -3.1% | +3.0% | +0.4% |
| 30D | -15.7% | +2.0% | -17.7% | -16.2% |
| 3M | -27.3% | +34.0% | -61.3% | -31.8% |
| 6M | -12.1% | +72.4% | -84.4% | -22.4% |
| YTD | +37.1% | +27.5% | +9.6% | +28.1% |
| 1Y | -0.5% | -18.7% | +18.3% | +1.4% |
| 3Y | +61.5% | +80.8% | -19.2% | +34.1% |
| 5Y | -58.6% | +54.5% | -113.1% | -66.3% |
| All | +415.1% | +148.8% | +266.4% | +259.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling