+1,031.9%
NBIS vs GGLL
+195.9%
+836.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.3% | +9.8% | +8.5% |
| 7D | +8.2% | -4.8% | +13.0% | +10.6% |
| 30D | +3.4% | -13.7% | +17.1% | +10.0% |
| 3M | -12.8% | -21.9% | +9.0% | -4.5% |
| 6M | +131.5% | +11.7% | +119.9% | +100.8% |
| YTD | +170.5% | +2.3% | +168.2% | +141.6% |
| 1Y | +248.8% | +76.2% | +172.6% | +116.6% |
| All | +1,031.9% | +195.9% | +836.1% | +401.7% |
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