+1,022.8%
NBIS vs GFI
+155.5%
+867.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.2% |
| 7D | -0.8% | -4.9% | +4.0% | +0.5% |
| 30D | -13.4% | +10.7% | -24.1% | -15.9% |
| 3M | +1.0% | +25.6% | -24.6% | -5.7% |
| 6M | +100.5% | -8.3% | +108.8% | +99.1% |
| YTD | +168.3% | +6.3% | +162.0% | +161.6% |
| 1Y | +151.8% | +22.1% | +129.7% | +143.1% |
| All | +1,022.8% | +155.5% | +867.2% | +748.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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