+1,101.8%
NBIS vs GLD
+59.6%
+1,042.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.4% | -1.9% |
| 7D | +17.8% | +0.1% | +17.6% | +17.6% |
| 30D | +30.5% | +0.2% | +30.3% | +30.4% |
| 3M | +9.2% | +3.2% | +6.0% | +7.4% |
| 6M | +153.2% | -14.6% | +167.8% | +165.5% |
| YTD | +187.1% | +1.8% | +185.4% | +197.3% |
| 1Y | +151.1% | +20.7% | +130.4% | +159.4% |
| All | +1,101.8% | +59.6% | +1,042.2% | +736.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD 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 10y: compounded portfolio wealth divided by compounded GLD 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…
10y analysis · Full analysis span regression · 6 months rolling