-10.3%
GFS vs NIO
-92.7%
+82.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.9% | +2.2% | -1.8% |
| 7D | +7.4% | -14.5% | +21.8% | +10.4% |
| 30D | -15.3% | -15.0% | -0.3% | -12.7% |
| 3M | -21.1% | -35.6% | +14.5% | -14.7% |
| 6M | -44.5% | -55.7% | +11.2% | -36.0% |
| YTD | +19.2% | -43.1% | +62.4% | +29.9% |
| 1Y | +27.2% | -53.5% | +80.8% | +43.6% |
| 3Y | -20.1% | -59.8% | +39.7% | -14.3% |
| 5Y | -25.6% | -93.2% | +67.6% | -1.0% |
| All | -10.3% | -92.7% | +82.4% | +19.5% |
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