+151.1%
NBIS vs GGLL
+64.8%
+86.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | -0.3% |
| 7D | +17.8% | -3.9% | +21.7% | +18.8% |
| 30D | +30.5% | -15.4% | +45.9% | +35.6% |
| 3M | +9.2% | -21.9% | +31.1% | +15.6% |
| 6M | +153.2% | +4.5% | +148.7% | +135.7% |
| YTD | +187.1% | -2.4% | +189.6% | +170.3% |
| 1Y | +151.1% | +57.8% | +93.3% | +106.4% |
| All | +151.1% | +64.8% | +86.3% | +106.4% |
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