+1,040.6%
NBIS vs GLW
+260.7%
+779.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.2% | -1.9% | -2.5% |
| 7D | +8.3% | +11.7% | -3.4% | -0.7% |
| 30D | +18.1% | +2.7% | +15.4% | +16.8% |
| 3M | +7.8% | -2.8% | +10.6% | +8.1% |
| 6M | +136.6% | +20.2% | +116.4% | +83.2% |
| YTD | +172.5% | +87.3% | +85.2% | +16.8% |
| 1Y | +144.3% | +119.6% | +24.7% | -18.7% |
| All | +1,040.6% | +260.7% | +779.8% | +120.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 GLW 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