+1,040.6%
NBIS vs GME
-3.4%
+1,043.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.5% | -7.6% | -5.6% |
| 7D | +8.3% | +6.0% | +2.3% | +6.9% |
| 30D | +18.1% | +8.3% | +9.7% | +16.0% |
| 3M | +7.8% | -9.1% | +16.8% | +9.2% |
| 6M | +136.6% | -16.3% | +152.9% | +142.9% |
| YTD | +172.5% | +1.5% | +171.0% | +162.5% |
| 1Y | +144.3% | -16.3% | +160.6% | +148.7% |
| All | +1,040.6% | -3.4% | +1,043.9% | +727.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling