+3.5%
GPN vs NTNX
-15.3%
+18.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -4.3% | -3.1% | -1.2% | -3.6% |
| 30D | 0.0% | +2.0% | -2.0% | -0.5% |
| 3M | +35.8% | +34.0% | +1.9% | +27.2% |
| 6M | +22.0% | +72.4% | -50.4% | +8.1% |
| YTD | +15.2% | +27.5% | -12.3% | +4.3% |
| 1Y | +3.5% | -18.7% | +22.2% | -3.4% |
| All | +3.5% | -15.3% | +18.8% | -3.4% |
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