+684.8%
GS vs NTNX
+148.8%
+536.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +0.8% |
| 7D | -0.9% | -3.1% | +2.2% | -0.4% |
| 30D | -0.3% | +2.0% | -2.3% | -0.6% |
| 3M | -0.1% | +34.0% | -34.1% | -4.8% |
| 6M | +26.1% | +72.4% | -46.3% | +14.8% |
| YTD | +18.8% | +27.5% | -8.7% | +13.1% |
| 1Y | +33.7% | -18.7% | +52.5% | +36.1% |
| 3Y | +238.9% | +80.8% | +158.2% | +199.0% |
| 5Y | +187.9% | +54.5% | +133.4% | +150.7% |
| All | +684.8% | +148.8% | +536.0% | +487.2% |
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