+28.0%
NBIS vs GGLL
-11.6%
+39.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +6.5% | -13.2% | -8.5% |
| 7D | -22.4% | -23.1% | +0.7% | -17.3% |
| 30D | -39.1% | -32.9% | -6.3% | -32.6% |
| 3M | -37.3% | -44.9% | +7.6% | -27.3% |
| 6M | -19.8% | -49.5% | +29.7% | -4.9% |
| YTD | +69.1% | -28.9% | +98.0% | +71.0% |
| 1Y | +28.0% | -12.2% | +40.2% | +12.6% |
| All | +28.0% | -11.6% | +39.6% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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