+28.0%
NBIS vs GTLB
+6.1%
+21.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.7% |
| 7D | -22.4% | -9.7% | -12.7% | -22.5% |
| 30D | -39.1% | +1.7% | -40.8% | -38.8% |
| 3M | -37.3% | +43.6% | -80.9% | -36.3% |
| 6M | -19.8% | +113.0% | -132.8% | -19.2% |
| YTD | +69.1% | +39.5% | +29.5% | +80.5% |
| 1Y | +28.0% | +12.6% | +15.4% | +34.8% |
| All | +28.0% | +6.1% | +21.9% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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