+570.0%
NBIS vs GGLL
+102.9%
+467.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.7% | -5.0% |
| 7D | -11.6% | +5.1% | -16.7% | -13.5% |
| 30D | -39.4% | -35.5% | -3.9% | -26.7% |
| 3M | -27.2% | -39.2% | +11.9% | -10.6% |
| 6M | -24.3% | -54.4% | +30.1% | +4.6% |
| YTD | +60.1% | -29.8% | +89.9% | +67.4% |
| 1Y | +21.9% | -20.4% | +42.3% | +16.7% |
| All | +570.0% | +102.9% | +467.1% | +247.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling