+80.8%
NTNX vs GPC
-2.2%
+83.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.8% |
| 7D | -3.1% | -3.2% | 0.0% | -2.9% |
| 30D | +2.0% | +0.5% | +1.4% | +1.9% |
| 3M | +34.0% | +31.7% | +2.2% | +30.8% |
| 6M | +72.4% | +24.7% | +47.7% | +69.3% |
| YTD | +27.5% | +11.8% | +15.8% | +26.7% |
| 1Y | -18.7% | -3.0% | -15.8% | -18.0% |
| 3Y | +80.8% | -1.1% | +81.9% | +75.5% |
| All | +80.8% | -2.2% | +83.0% | +75.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling