-12.1%
GFS vs NIO
-91.7%
+79.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.1% | +1.0% |
| 7D | -5.3% | +2.8% | -8.1% | -5.8% |
| 30D | -15.8% | -8.4% | -7.4% | -14.5% |
| 3M | -18.6% | -32.0% | +13.3% | -12.9% |
| 6M | -45.0% | -43.9% | -1.0% | -39.3% |
| YTD | +16.8% | -35.7% | +52.5% | +24.4% |
| 1Y | +17.8% | -51.1% | +68.9% | +31.8% |
| 3Y | -21.5% | -54.7% | +33.2% | -17.6% |
| 5Y | -29.3% | -91.7% | +62.4% | -7.9% |
| All | -12.1% | -91.7% | +79.6% | +14.5% |
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