+83.5%
NTNX vs GGLL
+226.0%
-142.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.1% |
| 7D | +0.1% | -3.9% | +4.0% | +0.7% |
| 30D | +3.8% | -15.4% | +19.2% | +6.4% |
| 3M | +31.9% | -21.9% | +53.8% | +35.7% |
| 6M | +68.5% | +4.5% | +64.0% | +62.3% |
| YTD | +29.5% | -2.4% | +31.9% | +25.8% |
| 1Y | -11.6% | +57.8% | -69.4% | -23.1% |
| All | +83.5% | +226.0% | -142.4% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 3y: compounded portfolio wealth divided by compounded GGLL 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…
3y analysis · Full analysis span regression · 6 months rolling