-54.8%
GTLB vs NTNX
+85.7%
-140.5%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -1.1% |
| 7D | -5.7% | -3.1% | -2.6% | -4.0% |
| 30D | +15.1% | +2.0% | +13.2% | +14.0% |
| 3M | +65.5% | +34.0% | +31.5% | +40.6% |
| 6M | +102.9% | +72.4% | +30.5% | +49.8% |
| YTD | +25.2% | +27.5% | -2.3% | +9.0% |
| 1Y | -5.5% | -18.7% | +13.2% | +3.3% |
| 3Y | -10.9% | +80.8% | -91.6% | -38.5% |
| All | -54.8% | +85.7% | -140.5% | -65.4% |
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 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