+57.6%
NTNX vs GWRE
+15.1%
+42.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | -3.1% | -13.2% | +10.1% | +2.9% |
| 30D | +2.0% | -18.6% | +20.5% | +9.4% |
| 3M | +34.0% | +18.9% | +15.1% | +18.9% |
| 6M | +72.4% | -11.0% | +83.3% | +73.4% |
| YTD | +27.5% | -29.9% | +57.4% | +41.9% |
| 1Y | -18.7% | -44.3% | +25.6% | -0.1% |
| 3Y | +80.8% | +51.7% | +29.1% | +28.4% |
| All | +57.6% | +15.1% | +42.6% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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