+191.1%
NTNX vs GGLL
+313.5%
-122.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.5% |
| 7D | -3.9% | -5.8% | +1.9% | -2.9% |
| 30D | +1.7% | -7.2% | +8.9% | +3.0% |
| 3M | +31.7% | -17.5% | +49.3% | +34.7% |
| 6M | +69.4% | +5.1% | +64.3% | +62.6% |
| YTD | +26.6% | -1.3% | +27.9% | +22.5% |
| 1Y | -15.2% | +60.2% | -75.4% | -27.0% |
| 3Y | +80.9% | +230.8% | -149.9% | +23.3% |
| All | +191.1% | +313.5% | -122.4% | +92.0% |
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 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