+202.9%
NTNX vs GGLL
+328.7%
-125.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.4% |
| 7D | -1.6% | -4.8% | +3.2% | -0.8% |
| 30D | +11.6% | -13.7% | +25.3% | +14.4% |
| 3M | +23.8% | -21.9% | +45.7% | +27.9% |
| 6M | +68.8% | +11.7% | +57.1% | +60.2% |
| YTD | +31.7% | +2.3% | +29.4% | +26.7% |
| 1Y | -0.9% | +76.2% | -77.1% | -16.4% |
| 3Y | +95.0% | +245.0% | -150.0% | +31.9% |
| All | +202.9% | +328.7% | -125.8% | +98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling