+248.8%
NBIS vs GNRC
+6.8%
+242.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.4% | +5.1% | +6.1% |
| 7D | +8.2% | +1.9% | +6.3% | +7.1% |
| 30D | +3.4% | -13.8% | +17.2% | +13.2% |
| 3M | -12.8% | -32.6% | +19.8% | +8.5% |
| 6M | +131.5% | -15.2% | +146.7% | +158.6% |
| YTD | +170.5% | +37.4% | +133.1% | +156.7% |
| 1Y | +248.8% | +5.1% | +243.6% | +261.5% |
| All | +248.8% | +6.8% | +242.0% | +261.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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