+78.2%
NTNX vs GPC
+79.6%
-1.5%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.9% |
| 7D | -3.1% | -3.2% | 0.0% | -2.0% |
| 30D | +2.0% | +0.5% | +1.4% | +1.6% |
| 3M | +34.0% | +31.7% | +2.2% | +19.5% |
| 6M | +72.4% | +24.7% | +47.7% | +56.1% |
| YTD | +27.5% | +11.8% | +15.8% | +19.6% |
| 1Y | -18.7% | -3.0% | -15.8% | -19.4% |
| 3Y | +80.8% | -1.1% | +81.9% | +68.9% |
| 5Y | +54.5% | +30.5% | +24.0% | +22.6% |
| All | +78.2% | +79.6% | -1.5% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling