+543.2%
NBIS vs GS
+80.0%
+463.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.8% | -1.4% | -15.4% | -15.0% |
| 7D | +6.9% | +5.1% | +1.7% | +1.2% |
| 30D | -37.8% | +2.4% | -40.2% | -38.6% |
| 3M | -50.4% | -11.5% | -38.9% | -41.5% |
| 6M | -28.2% | -2.5% | -25.7% | -22.9% |
| YTD | +53.7% | +5.5% | +48.2% | +50.5% |
| 1Y | +36.3% | +11.0% | +25.3% | +26.1% |
| All | +543.2% | +80.0% | +463.2% | +291.3% |
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