+248.8%
NBIS vs GME
-15.8%
+264.6%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.4% | +7.8% | +7.5% |
| 7D | +8.2% | +7.2% | +1.0% | +8.1% |
| 30D | +3.4% | +0.8% | +2.6% | +3.4% |
| 3M | -12.8% | -14.0% | +1.1% | -12.1% |
| 6M | +131.5% | -19.7% | +151.3% | +132.0% |
| YTD | +170.5% | -4.6% | +175.0% | +148.0% |
| 1Y | +248.8% | -14.3% | +263.1% | +259.2% |
| All | +248.8% | -15.8% | +264.6% | +259.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 1y: compounded portfolio wealth divided by compounded GME 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…
1y analysis · Full analysis span regression · 6 months rolling