+22.1%
GPN vs NTNX
+148.8%
-126.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -4.3% | -3.1% | -1.2% | -3.7% |
| 30D | 0.0% | +2.0% | -2.0% | -0.4% |
| 3M | +35.8% | +34.0% | +1.9% | +27.9% |
| 6M | +22.0% | +72.4% | -50.4% | +8.5% |
| YTD | +15.2% | +27.5% | -12.3% | +8.6% |
| 1Y | +3.5% | -18.7% | +22.2% | +6.1% |
| 3Y | -26.9% | +80.8% | -107.7% | -38.3% |
| 5Y | -44.2% | +54.5% | -98.7% | -53.5% |
| All | +22.1% | +148.8% | -126.6% | -15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling