+1,022.8%
NBIS vs GM
+77.2%
+945.6%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -0.8% | -2.4% | +1.6% | -0.2% |
| 30D | -13.4% | -1.1% | -12.3% | -13.2% |
| 3M | +1.0% | +6.1% | -5.1% | -1.8% |
| 6M | +100.5% | +15.0% | +85.5% | +89.4% |
| YTD | +168.3% | +6.0% | +162.3% | +160.4% |
| 1Y | +151.8% | +47.1% | +104.7% | +127.1% |
| All | +1,022.8% | +77.2% | +945.6% | +827.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 3y: compounded portfolio wealth divided by compounded GM 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…
3y analysis · Full analysis span regression · 6 months rolling