+479.4%
NBIS vs GLD
+40.6%
+438.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.2% | -10.1% | -10.0% |
| 7D | -10.5% | -4.6% | -5.9% | -8.0% |
| 30D | -37.7% | -5.5% | -32.2% | -35.6% |
| 3M | -54.6% | -10.9% | -43.7% | -51.6% |
| 6M | -44.1% | -17.4% | -26.7% | -38.9% |
| YTD | +38.4% | -10.3% | +48.7% | +53.6% |
| 1Y | +30.7% | -7.2% | +37.9% | +44.5% |
| All | +479.4% | +40.6% | +438.8% | +331.9% |
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