+117.4%
GD vs NIO
-43.5%
+160.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.9% | -6.6% | -0.8% |
| 7D | -5.0% | +5.6% | -10.6% | -5.1% |
| 30D | +8.9% | -4.2% | +13.2% | +9.0% |
| 3M | -8.0% | -26.3% | +18.3% | -7.3% |
| 6M | +2.9% | -42.5% | +45.4% | +4.4% |
| YTD | +7.1% | -33.5% | +40.6% | +7.9% |
| 1Y | +5.9% | -52.7% | +58.6% | +7.9% |
| 3Y | +53.9% | -57.5% | +111.3% | +55.1% |
| 5Y | +95.4% | -92.0% | +187.4% | +103.7% |
| All | +117.4% | -43.5% | +160.9% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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