+1,040.6%
NBIS vs GTLB
-17.3%
+1,057.8%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +2.1% | -7.2% | -5.7% |
| 7D | +8.3% | -4.1% | +12.4% | +9.5% |
| 30D | +18.1% | +12.3% | +5.7% | +12.5% |
| 3M | +7.8% | +65.9% | -58.2% | -12.9% |
| 6M | +136.6% | +104.0% | +32.6% | +68.9% |
| YTD | +172.5% | +26.0% | +146.5% | +149.6% |
| 1Y | +144.3% | -3.5% | +147.7% | +157.2% |
| All | +1,040.6% | -17.3% | +1,057.8% | +1,350.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling