+1,101.8%
NBIS vs GTLB
-19.0%
+1,120.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.9% |
| 7D | +17.8% | -6.6% | +24.3% | +20.1% |
| 30D | +30.5% | +13.7% | +16.8% | +23.8% |
| 3M | +9.2% | +52.9% | -43.7% | -8.8% |
| 6M | +153.2% | +88.5% | +64.7% | +87.4% |
| YTD | +187.1% | +23.4% | +163.7% | +164.8% |
| 1Y | +151.1% | -3.8% | +154.9% | +162.9% |
| All | +1,101.8% | -19.0% | +1,120.7% | +1,438.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling