+1,022.8%
NBIS vs GDDY
-40.5%
+1,063.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.3% | -1.4% |
| 7D | -0.8% | -3.2% | +2.4% | -1.0% |
| 30D | -13.4% | +6.8% | -20.2% | -12.8% |
| 3M | +1.0% | +30.5% | -29.4% | -2.0% |
| 6M | +100.5% | +13.3% | +87.2% | +98.5% |
| YTD | +168.3% | -21.0% | +189.2% | +207.1% |
| 1Y | +151.8% | -34.0% | +185.8% | +217.9% |
| All | +1,022.8% | -40.5% | +1,063.2% | +1,432.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling