+205.1%
NBIX vs GFI
+1,066.8%
-861.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | -0.2% |
| 7D | +0.4% | -4.9% | +5.2% | +0.5% |
| 30D | -0.2% | +10.7% | -10.9% | -0.5% |
| 3M | -4.0% | +25.6% | -29.6% | -4.7% |
| 6M | +20.6% | -8.3% | +28.9% | +20.5% |
| YTD | +10.1% | +6.3% | +3.8% | +9.7% |
| 1Y | +8.8% | +22.1% | -13.3% | +7.9% |
| 3Y | +42.5% | +289.2% | -246.7% | +37.2% |
| 5Y | +61.5% | +531.7% | -470.2% | +53.0% |
| All | +205.1% | +1,066.8% | -861.7% | +207.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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