+1,119.4%
NBIS vs GLD
+58.2%
+1,061.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.7% | +9.5% | +8.5% |
| 7D | +22.2% | +0.7% | +21.5% | +21.7% |
| 30D | +29.7% | +0.3% | +29.4% | +29.5% |
| 3M | +11.9% | +0.6% | +11.3% | +11.2% |
| 6M | +173.0% | -15.6% | +188.6% | +187.7% |
| YTD | +191.4% | +0.9% | +190.5% | +203.0% |
| 1Y | +280.7% | +19.4% | +261.3% | +294.9% |
| All | +1,119.4% | +58.2% | +1,061.2% | +751.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling