+84.4%
GRMN vs NTNX
+54.0%
+30.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.5% | +4.1% |
| 7D | +2.4% | -3.1% | +5.6% | +3.0% |
| 30D | -8.5% | +2.0% | -10.4% | -8.8% |
| 3M | +19.5% | +34.0% | -14.5% | +13.7% |
| 6M | +21.2% | +72.4% | -51.2% | +9.7% |
| YTD | +41.0% | +27.5% | +13.5% | +34.1% |
| 1Y | +19.6% | -18.7% | +38.3% | +22.5% |
| 3Y | +183.8% | +80.8% | +103.0% | +145.0% |
| All | +84.4% | +54.0% | +30.4% | +69.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling