+607.2%
NBIS vs GGLL
+104.2%
+503.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +2.5% | +6.7% | +8.1% |
| 7D | 0.0% | +6.3% | -6.3% | -2.6% |
| 30D | -36.0% | -35.1% | -0.9% | -22.9% |
| 3M | -24.7% | -37.7% | +12.9% | -8.6% |
| 6M | -20.1% | -54.1% | +34.0% | +10.1% |
| YTD | +69.0% | -29.4% | +98.4% | +76.2% |
| 1Y | +27.1% | -13.4% | +40.5% | +15.1% |
| All | +607.2% | +104.2% | +503.1% | +266.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling