+1,101.8%
NBIS vs GFS
+14.2%
+1,087.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.4% | -2.6% |
| 7D | +17.8% | +4.5% | +13.3% | +14.6% |
| 30D | +30.5% | -8.2% | +38.7% | +39.4% |
| 3M | +9.2% | -38.9% | +48.0% | +47.4% |
| 6M | +153.2% | -2.9% | +156.0% | +167.0% |
| YTD | +187.1% | +31.8% | +155.4% | +152.3% |
| 1Y | +151.1% | +43.1% | +108.0% | +110.7% |
| All | +1,101.8% | +14.2% | +1,087.6% | +1,040.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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