+1,022.8%
NBIS vs GPN
-10.8%
+1,033.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -0.8% | -4.6% | +3.8% | -0.3% |
| 30D | -13.4% | -0.3% | -13.1% | -13.5% |
| 3M | +1.0% | +35.4% | -34.4% | -5.7% |
| 6M | +100.5% | +21.7% | +78.8% | +91.6% |
| YTD | +168.3% | +14.9% | +153.4% | +159.1% |
| 1Y | +151.8% | +3.2% | +148.6% | +152.2% |
| All | +1,022.8% | -10.8% | +1,033.5% | +1,020.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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