-19.4%
GFS vs NIO
-64.6%
+45.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.8% |
| 7D | +1.0% | -13.0% | +14.0% | +3.1% |
| 30D | -8.6% | -18.3% | +9.7% | -5.9% |
| 3M | -46.5% | -33.2% | -13.3% | -43.3% |
| 6M | -4.8% | -21.5% | +16.7% | -2.3% |
| YTD | +29.7% | -25.5% | +55.1% | +33.9% |
| 1Y | +35.8% | -38.0% | +73.8% | +43.2% |
| All | -19.4% | -64.6% | +45.2% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling