+1,031.9%
NBIS vs GLW
+241.2%
+790.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.7% | +1.8% | +2.9% |
| 7D | +8.2% | +3.8% | +4.5% | +5.2% |
| 30D | +3.4% | -1.3% | +4.7% | +5.2% |
| 3M | -12.8% | -21.8% | +9.0% | +3.0% |
| 6M | +131.5% | +6.9% | +124.6% | +97.8% |
| YTD | +170.5% | +77.2% | +93.3% | +21.1% |
| 1Y | +248.8% | +123.2% | +125.5% | +8.4% |
| All | +1,031.9% | +241.2% | +790.7% | +128.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling