+1,022.8%
NBIS vs GEHC
-29.4%
+1,052.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | -0.8% | -7.2% | +6.3% | +0.8% |
| 30D | -13.4% | -11.6% | -1.8% | -11.1% |
| 3M | +1.0% | -0.8% | +1.9% | -1.3% |
| 6M | +100.5% | -11.9% | +112.4% | +106.4% |
| YTD | +168.3% | -21.9% | +190.2% | +194.1% |
| 1Y | +151.8% | -17.8% | +169.6% | +165.5% |
| All | +1,022.8% | -29.4% | +1,052.2% | +882.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 10y: compounded portfolio wealth divided by compounded GEHC 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…
10y analysis · Full analysis span regression · 6 months rolling