+248.8%
NBIS vs GDDY
-29.3%
+278.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.2% | +9.7% | +6.5% |
| 7D | +8.2% | +3.7% | +4.5% | +10.0% |
| 30D | +3.4% | +10.4% | -7.0% | +8.1% |
| 3M | -12.8% | +19.4% | -32.2% | -4.6% |
| 6M | +131.5% | +14.3% | +117.3% | +151.8% |
| YTD | +170.5% | -18.4% | +188.8% | +197.0% |
| 1Y | +248.8% | -30.1% | +278.9% | +319.2% |
| All | +248.8% | -29.3% | +278.1% | +319.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 1y: compounded portfolio wealth divided by compounded GDDY 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…
1y analysis · Full analysis span regression · 6 months rolling