+1,022.8%
NBIS vs GME
+0.2%
+1,022.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -2.3% |
| 7D | -0.8% | +10.4% | -11.2% | -2.9% |
| 30D | -13.4% | +14.1% | -27.4% | -15.7% |
| 3M | +1.0% | -4.6% | +5.7% | +1.3% |
| 6M | +100.5% | -13.5% | +114.0% | +104.6% |
| YTD | +168.3% | +5.3% | +162.9% | +156.5% |
| 1Y | +151.8% | -14.9% | +166.7% | +156.0% |
| All | +1,022.8% | +0.2% | +1,022.5% | +708.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling