+168.7%
NTNX vs GGLL
+210.8%
-42.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.4% |
| 7D | +3.4% | +7.7% | -4.2% | +2.1% |
| 30D | -13.6% | -30.2% | +16.7% | -8.8% |
| 3M | -11.1% | -31.3% | +20.1% | -6.2% |
| 6M | +35.7% | -52.1% | +87.8% | +50.7% |
| YTD | +16.8% | -25.9% | +42.7% | +17.6% |
| 1Y | -9.1% | -8.5% | -0.7% | -13.0% |
| 3Y | +55.8% | +165.5% | -109.8% | +8.9% |
| All | +168.7% | +210.8% | -42.1% | +84.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling