+1,101.8%
NBIS vs GS
+102.7%
+999.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -0.5% |
| 7D | +17.8% | +2.4% | +15.3% | +14.4% |
| 30D | +30.5% | -0.1% | +30.6% | +31.0% |
| 3M | +9.2% | +0.2% | +9.0% | +10.5% |
| 6M | +153.2% | +24.8% | +128.4% | +96.9% |
| YTD | +187.1% | +18.8% | +168.4% | +139.9% |
| 1Y | +151.1% | +37.3% | +113.8% | +75.9% |
| All | +1,101.8% | +102.7% | +999.0% | +523.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 10y: compounded portfolio wealth divided by compounded GS 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…
10y analysis · Full analysis span regression · 6 months rolling