+607.2%
NBIS vs GD
+21.7%
+585.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.3% | +7.0% | +8.9% |
| 7D | 0.0% | -3.0% | +3.1% | +0.4% |
| 30D | -36.0% | +9.3% | -45.3% | -36.7% |
| 3M | -24.7% | -7.2% | -17.5% | -23.0% |
| 6M | -20.1% | +5.5% | -25.6% | -21.0% |
| YTD | +69.0% | +9.5% | +59.5% | +65.9% |
| 1Y | +27.1% | +6.4% | +20.7% | +25.7% |
| All | +607.2% | +21.7% | +585.6% | +591.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling