+543.2%
NBIS vs GD
+22.0%
+521.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.8% | -1.1% | -15.7% | -16.7% |
| 7D | +6.9% | +1.9% | +5.0% | +6.6% |
| 30D | -37.8% | +9.2% | -47.0% | -38.5% |
| 3M | -50.4% | -7.5% | -42.9% | -49.2% |
| 6M | -28.2% | +5.8% | -33.9% | -29.0% |
| YTD | +53.7% | +9.8% | +43.9% | +50.9% |
| 1Y | +36.3% | +5.8% | +30.6% | +35.0% |
| All | +543.2% | +22.0% | +521.2% | +528.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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