+1,149.8%
NBIX vs GFI
+556.6%
+593.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.3% |
| 7D | +0.4% | -2.7% | +3.1% | +0.5% |
| 30D | -0.2% | +13.2% | -13.4% | -0.9% |
| 3M | -4.0% | +28.5% | -32.5% | -5.5% |
| 6M | +20.6% | -6.2% | +26.8% | +20.5% |
| YTD | +10.1% | +8.7% | +1.4% | +8.9% |
| 1Y | +8.8% | +24.8% | -16.1% | +6.5% |
| 3Y | +42.5% | +298.0% | -255.5% | +29.1% |
| 5Y | +61.5% | +546.0% | -484.5% | +40.0% |
| 10Y | +217.6% | +1,069.8% | -852.2% | +153.0% |
| All | +1,149.8% | +556.6% | +593.2% | +835.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling