+1,101.8%
NBIS vs GME
-5.7%
+1,107.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.3% | -6.7% | -2.5% |
| 7D | +17.8% | +4.8% | +12.9% | +16.6% |
| 30D | +30.5% | +5.9% | +24.7% | +28.9% |
| 3M | +9.2% | -10.7% | +19.9% | +11.0% |
| 6M | +153.2% | -19.8% | +173.0% | +162.7% |
| YTD | +187.1% | -0.9% | +188.1% | +178.0% |
| 1Y | +151.1% | -15.7% | +166.8% | +154.4% |
| All | +1,101.8% | -5.7% | +1,107.5% | +776.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling