+185.3%
GS vs NTNX
+49.8%
+135.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.5% |
| 7D | -1.7% | -3.9% | +2.2% | -1.1% |
| 30D | -0.9% | +1.7% | -2.6% | -1.2% |
| 3M | +2.3% | +31.7% | -29.4% | -2.3% |
| 6M | +23.4% | +69.4% | -45.9% | +12.4% |
| YTD | +17.7% | +26.6% | -8.8% | +12.3% |
| 1Y | +35.1% | -15.2% | +50.3% | +37.5% |
| 3Y | +234.9% | +80.9% | +154.0% | +197.9% |
| 5Y | +185.3% | +53.3% | +132.0% | +154.0% |
| All | +185.3% | +49.8% | +135.5% | +154.0% |
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 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